+97.7%
GOOG vs EL
-65.2%
+162.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.0% | +1.5% | +1.5% | +2.6% |
| 30D | -14.9% | +10.0% | -24.9% | -16.9% |
| 3M | -14.9% | +28.4% | -43.3% | -20.3% |
| 6M | -26.6% | +37.1% | -63.7% | -32.6% |
| YTD | -6.6% | +7.8% | -14.4% | -10.6% |
| 1Y | +5.1% | +26.0% | -21.0% | -3.5% |
| 3Y | +121.0% | +3.8% | +117.1% | +99.3% |
| All | +97.7% | -65.2% | +162.9% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling