+13,447.0%
GOOG vs EL
+537.8%
+12,909.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | -5.1% | +15.5% | -20.5% | -10.0% |
| 3M | -7.1% | +20.6% | -27.6% | -13.2% |
| 6M | +12.7% | +10.5% | +2.2% | +7.1% |
| YTD | +7.1% | -1.9% | +9.0% | +4.3% |
| 1Y | +43.6% | +16.1% | +27.5% | +31.3% |
| 3Y | +146.8% | -30.2% | +177.0% | +149.0% |
| 5Y | +133.7% | -67.4% | +201.1% | +209.5% |
| 10Y | +773.3% | +31.2% | +742.1% | +573.5% |
| All | +13,447.0% | +537.8% | +12,909.2% | +5,254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling