+137.7%
GOOGL vs EXC
+48.6%
+89.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | -4.4% | -2.7% | -1.7% | -4.2% |
| 3M | -6.8% | -1.0% | -5.8% | -6.9% |
| 6M | +13.6% | -9.3% | +22.8% | +14.7% |
| YTD | +8.3% | +3.6% | +4.7% | +7.2% |
| 1Y | +44.9% | +5.9% | +39.0% | +42.8% |
| 3Y | +150.5% | +21.3% | +129.2% | +137.2% |
| 5Y | +137.7% | +46.2% | +91.5% | +107.3% |
| All | +137.7% | +48.6% | +89.1% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling