+760.3%
GOOG vs ELF
+303.8%
+456.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | 0.0% | -11.6% | +11.7% | +1.7% |
| 30D | -2.0% | +4.6% | -6.6% | -2.7% |
| 3M | -5.9% | +59.7% | -65.6% | -12.2% |
| 6M | +8.9% | +21.2% | -12.3% | +5.0% |
| YTD | +7.1% | +27.4% | -20.3% | +1.9% |
| 1Y | +39.7% | -29.8% | +69.5% | +42.1% |
| 3Y | +145.8% | -28.5% | +174.3% | +132.5% |
| 5Y | +138.6% | +220.0% | -81.4% | +69.7% |
| All | +760.3% | +303.8% | +456.5% | +436.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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