+150.5%
GOOGL vs EXPE
+162.6%
-12.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.9% | +7.9% | +1.2% |
| 7D | +1.1% | -9.8% | +10.8% | +2.6% |
| 30D | -4.4% | -11.5% | +7.1% | -2.7% |
| 3M | -6.8% | +21.7% | -28.5% | -9.9% |
| 6M | +13.6% | +10.4% | +3.2% | +11.0% |
| YTD | +8.3% | -2.5% | +10.8% | +7.5% |
| 1Y | +44.9% | +27.3% | +17.6% | +36.5% |
| 3Y | +150.5% | +153.5% | -3.1% | +109.9% |
| All | +150.5% | +162.6% | -12.2% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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