+221.8%
GOOGL vs EXE
+188.3%
+33.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -3.2% | -0.8% | -2.4% | -3.1% |
| 3M | -6.6% | +10.0% | -16.7% | -8.0% |
| 6M | +8.5% | -6.3% | +14.8% | +9.2% |
| YTD | +6.5% | -10.7% | +17.1% | +7.7% |
| 1Y | +39.4% | +2.7% | +36.7% | +37.7% |
| 3Y | +146.2% | +19.1% | +127.1% | +134.1% |
| 5Y | +138.3% | +105.4% | +32.9% | +112.1% |
| All | +221.8% | +188.3% | +33.6% | +179.1% |
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 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