+136.0%
GOOG vs EFV
+95.9%
+40.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +0.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.7% |
| 30D | -2.0% | +0.6% | -2.6% | -2.5% |
| 3M | -5.9% | +7.5% | -13.4% | -11.3% |
| 6M | +8.9% | +13.0% | -4.1% | -1.4% |
| YTD | +7.1% | +18.3% | -11.2% | -6.8% |
| 1Y | +39.7% | +26.7% | +12.9% | +14.9% |
| 3Y | +145.8% | +89.6% | +56.3% | +41.7% |
| All | +136.0% | +95.9% | +40.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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