+2,461.9%
AVGO vs ELF
+393.8%
+2,068.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.1% |
| 7D | 0.0% | +6.3% | -6.3% | -1.3% |
| 30D | -8.2% | +8.5% | -16.7% | -9.7% |
| 3M | -21.3% | +24.4% | -45.7% | -25.1% |
| 6M | -22.5% | +94.7% | -117.3% | -33.8% |
| YTD | -3.6% | +55.9% | -59.4% | -14.9% |
| 1Y | -6.7% | +48.4% | -55.1% | -17.0% |
| 3Y | +258.1% | +24.6% | +233.5% | +202.2% |
| 5Y | +560.9% | +285.0% | +275.8% | +313.7% |
| 10Y | +2,475.6% | +357.2% | +2,118.4% | +1,214.5% |
| All | +2,461.9% | +393.8% | +2,068.1% | +1,208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling