-1.2%
AVGO vs ELF
+48.3%
-49.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +6.1% | +4.3% | +1.8% | +5.8% |
| 30D | -2.7% | +7.7% | -10.4% | -3.1% |
| 3M | -16.9% | +24.7% | -41.6% | -18.1% |
| 6M | -19.1% | +114.6% | -133.8% | -23.4% |
| YTD | +0.3% | +55.8% | -55.5% | -6.1% |
| 1Y | -1.2% | +51.9% | -53.1% | -7.0% |
| All | -1.2% | +48.3% | -49.5% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling