+189.0%
GOOGL vs EXE
+163.0%
+26.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +5.7% | +3.6% | +2.2% | +5.2% |
| 30D | -15.6% | -4.3% | -11.2% | -15.1% |
| 3M | -13.0% | -7.7% | -5.3% | -12.1% |
| 6M | -22.8% | -7.2% | -15.5% | -22.2% |
| YTD | -4.4% | -18.5% | +14.1% | -2.1% |
| 1Y | +4.5% | -24.4% | +28.8% | +8.2% |
| 3Y | +127.4% | +21.6% | +105.8% | +115.3% |
| 5Y | +102.8% | +77.3% | +25.5% | +84.0% |
| All | +189.0% | +163.0% | +26.1% | +153.7% |
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