+718.9%
AVGO vs ELF
+239.6%
+479.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +4.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | -13.8% | +5.9% | -19.7% | -15.2% |
| 3M | -6.9% | +99.5% | -106.4% | -21.0% |
| 6M | +11.9% | +26.5% | -14.6% | +4.3% |
| YTD | +6.9% | +37.2% | -30.3% | -3.4% |
| 1Y | +7.4% | -24.4% | +31.8% | +9.3% |
| 3Y | +345.6% | -23.3% | +368.9% | +310.2% |
| 5Y | +718.9% | +245.2% | +473.7% | +299.8% |
| All | +718.9% | +239.6% | +479.3% | +299.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling