+135.0%
GOOG vs ELF
+217.8%
-82.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | -2.5% | -10.8% | +8.3% | -1.0% |
| 30D | -3.6% | +0.8% | -4.4% | -3.9% |
| 3M | -6.4% | +64.8% | -71.2% | -13.2% |
| 6M | +7.8% | +19.0% | -11.2% | +4.1% |
| YTD | +5.5% | +25.9% | -20.4% | +0.3% |
| 1Y | +38.3% | -28.8% | +67.0% | +40.5% |
| 3Y | +143.1% | -29.6% | +172.7% | +123.2% |
| 5Y | +135.0% | +216.2% | -81.2% | +11.8% |
| All | +135.0% | +217.8% | -82.8% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling