+780.7%
GOOG vs EL
+26.1%
+754.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | 0.0% | -6.5% | +6.5% | +2.1% |
| 30D | -2.0% | +11.1% | -13.1% | -5.6% |
| 3M | -5.9% | +10.7% | -16.6% | -9.4% |
| 6M | +8.9% | +6.9% | +2.0% | +5.0% |
| YTD | +7.1% | -6.3% | +13.4% | +6.0% |
| 1Y | +39.7% | +13.5% | +26.2% | +29.0% |
| 3Y | +145.8% | -33.1% | +178.9% | +155.4% |
| 5Y | +138.6% | -68.8% | +207.4% | +240.7% |
| All | +780.7% | +26.1% | +754.5% | +611.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling