+339.7%
AVGO vs ELF
-27.2%
+366.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -0.4% |
| 7D | -0.8% | -6.8% | +6.0% | +0.5% |
| 30D | -13.7% | +5.1% | -18.8% | -14.8% |
| 3M | -6.9% | +79.8% | -86.7% | -18.0% |
| 6M | +5.8% | +29.7% | -23.9% | -1.1% |
| YTD | +5.7% | +31.6% | -25.9% | -2.8% |
| 1Y | +9.0% | -27.9% | +36.9% | +12.5% |
| All | +339.7% | -27.2% | +366.9% | +331.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling