+11,368.7%
GOOG vs EXPD
+877.4%
+10,491.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.7% |
| 7D | +2.1% | -7.2% | +9.2% | +4.9% |
| 30D | -18.3% | -3.3% | -15.0% | -17.4% |
| 3M | -20.3% | +3.4% | -23.7% | -21.6% |
| 6M | -28.1% | +22.7% | -50.7% | -34.1% |
| YTD | -9.3% | +24.5% | -33.9% | -18.5% |
| 1Y | -0.2% | +38.6% | -38.9% | -14.1% |
| 3Y | +118.0% | +71.5% | +46.5% | +67.7% |
| 5Y | +92.1% | +56.2% | +35.8% | +51.6% |
| 10Y | +652.3% | +310.5% | +341.8% | +293.7% |
| All | +11,368.7% | +877.4% | +10,491.3% | +3,982.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling