+120.7%
GOOGL vs EXPD
+68.8%
+51.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.1% |
| 7D | +1.8% | -7.2% | +8.9% | +2.9% |
| 30D | -18.8% | -3.3% | -15.5% | -18.4% |
| 3M | -20.3% | +3.4% | -23.7% | -20.9% |
| 6M | -28.4% | +22.7% | -51.1% | -31.1% |
| YTD | -8.8% | +24.5% | -33.4% | -13.0% |
| 1Y | +0.3% | +38.6% | -38.4% | -6.3% |
| 3Y | +120.7% | +71.5% | +49.2% | +99.2% |
| All | +120.7% | +68.8% | +51.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 3y: compounded portfolio wealth divided by compounded EXPD 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…
3y analysis · Full analysis span regression · 6 months rolling