+132.5%
GOOGL vs EXE
+100.7%
+31.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -1.9% | -2.7% | +0.9% | -1.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.4% |
| 3M | -9.2% | +9.5% | -18.7% | -10.5% |
| 6M | +8.1% | -9.3% | +17.4% | +9.4% |
| YTD | +5.8% | -10.9% | +16.8% | +7.2% |
| 1Y | +38.3% | +4.3% | +34.0% | +36.2% |
| 3Y | +144.8% | +18.8% | +125.9% | +132.2% |
| 5Y | +132.5% | +101.4% | +31.1% | +106.6% |
| All | +132.5% | +100.7% | +31.9% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling