+2,660.6%
AVGO vs ELF
+332.6%
+2,328.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.9% | -8.7% | -5.6% |
| 7D | +18.2% | +1.6% | +16.6% | +17.6% |
| 30D | +0.2% | +9.1% | -8.9% | -1.7% |
| 3M | -16.8% | +28.2% | -45.0% | -21.5% |
| 6M | -16.5% | +119.5% | -136.0% | -30.6% |
| YTD | +0.8% | +55.2% | -54.3% | -11.3% |
| 1Y | +2.8% | +58.6% | -55.8% | -10.1% |
| 3Y | +278.5% | +21.3% | +257.3% | +220.0% |
| 5Y | +573.1% | +276.2% | +296.9% | +318.5% |
| All | +2,660.6% | +332.6% | +2,328.0% | +1,315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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