+4,452.5%
GOOG vs EFV
+253.2%
+4,199.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.5% |
| 7D | -1.6% | -0.5% | -1.0% | -1.2% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -9.3% | +8.4% | -17.7% | -14.3% |
| 6M | +7.4% | +12.3% | -4.9% | -0.9% |
| YTD | +4.9% | +17.4% | -12.5% | -6.4% |
| 1Y | +37.2% | +27.1% | +10.1% | +15.9% |
| 3Y | +141.6% | +90.7% | +50.9% | +52.4% |
| 5Y | +128.8% | +95.6% | +33.1% | +42.0% |
| 10Y | +772.7% | +165.3% | +607.4% | +341.7% |
| All | +4,452.5% | +253.2% | +4,199.4% | +1,864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling