+767.4%
GOOG vs EXPE
+165.2%
+602.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | -2.5% | -8.7% | +6.2% | -0.5% |
| 30D | -3.6% | -13.6% | +10.0% | -0.5% |
| 3M | -6.4% | +26.6% | -33.1% | -12.0% |
| 6M | +7.8% | +19.9% | -12.2% | +2.3% |
| YTD | +5.5% | -1.7% | +7.2% | +3.8% |
| 1Y | +38.3% | +29.4% | +8.8% | +26.0% |
| 3Y | +143.1% | +155.7% | -12.6% | +79.0% |
| 5Y | +135.0% | +93.1% | +41.9% | +78.1% |
| All | +767.4% | +165.2% | +602.2% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling