+186.2%
GOOGL vs EXE
+165.2%
+21.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +3.9% | +5.3% | -1.5% | +3.1% |
| 30D | -14.9% | -2.2% | -12.7% | -14.7% |
| 3M | -14.6% | -5.9% | -8.7% | -13.9% |
| 6M | -26.4% | -5.7% | -20.7% | -26.0% |
| YTD | -5.3% | -17.8% | +12.5% | -3.1% |
| 1Y | +6.5% | -23.1% | +29.6% | +10.0% |
| 3Y | +126.0% | +21.2% | +104.9% | +114.1% |
| 5Y | +100.8% | +78.8% | +22.0% | +82.0% |
| All | +186.2% | +165.2% | +21.0% | +150.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling