+13,444.1%
GOOG vs EXPD
+899.6%
+12,544.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.1% | -1.1% | -1.0% | -1.7% |
| 30D | -6.8% | +4.1% | -10.9% | -8.3% |
| 3M | -9.1% | +17.9% | -27.0% | -15.1% |
| 6M | +10.7% | +29.2% | -18.5% | -0.8% |
| YTD | +7.1% | +27.4% | -20.3% | -4.3% |
| 1Y | +44.6% | +56.8% | -12.2% | +18.2% |
| 3Y | +147.4% | +68.0% | +79.4% | +92.7% |
| 5Y | +133.8% | +61.9% | +71.9% | +81.9% |
| 10Y | +777.5% | +316.0% | +461.5% | +358.0% |
| All | +13,444.1% | +899.6% | +12,544.5% | +4,693.5% |
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