+4.4%
GOOGL vs EXC
+1.0%
+3.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.7% |
| 7D | -11.1% | +3.3% | -14.4% | -9.9% |
| 30D | -16.6% | +13.3% | -29.9% | -13.4% |
| 3M | -23.4% | +1.8% | -25.3% | -22.8% |
| 6M | -24.5% | +1.1% | -25.6% | -23.7% |
| YTD | -7.5% | +9.0% | -16.5% | -5.5% |
| 1Y | +4.4% | +3.4% | +1.0% | +7.6% |
| All | +4.4% | +1.0% | +3.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling