+2,656.9%
AVGO vs ELF
+357.0%
+2,299.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -3.0% | +5.4% | -8.3% | -4.1% |
| 30D | -14.4% | +27.0% | -41.4% | -18.9% |
| 3M | -14.4% | +113.2% | -127.6% | -27.9% |
| 6M | +13.1% | +36.6% | -23.4% | +3.9% |
| YTD | +3.8% | +44.2% | -40.4% | -6.8% |
| 1Y | +17.8% | -18.0% | +35.8% | +17.1% |
| 3Y | +325.3% | -19.9% | +345.2% | +293.5% |
| 5Y | +689.9% | +257.7% | +432.2% | +402.1% |
| All | +2,656.9% | +357.0% | +2,299.9% | +1,334.2% |
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