+4.4%
GOOGL vs EXE
-18.4%
+22.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.2% |
| 7D | -11.1% | -4.7% | -6.4% | -11.0% |
| 30D | -16.6% | +1.0% | -17.6% | -16.6% |
| 3M | -23.4% | -5.6% | -17.8% | -23.4% |
| 6M | -24.5% | -12.3% | -12.2% | -24.4% |
| YTD | -7.5% | -19.5% | +12.0% | -6.5% |
| 1Y | +4.4% | -18.9% | +23.2% | +7.1% |
| All | +4.4% | -18.4% | +22.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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