+11,408.7%
GOOG vs EXPD
+901.7%
+10,507.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.4% | -7.4% | +9.8% | +5.4% |
| 30D | -18.1% | -2.1% | -16.0% | -17.6% |
| 3M | -19.9% | +5.7% | -25.6% | -21.9% |
| 6M | -28.2% | +21.4% | -49.5% | -33.9% |
| YTD | -9.0% | +27.6% | -36.6% | -19.0% |
| 1Y | -1.7% | +36.1% | -37.8% | -14.7% |
| 3Y | +114.5% | +69.9% | +44.7% | +65.8% |
| 5Y | +96.2% | +59.7% | +36.5% | +53.6% |
| 10Y | +654.4% | +323.0% | +331.3% | +290.4% |
| All | +11,408.7% | +901.7% | +10,507.1% | +3,957.2% |
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