+760.1%
GOOG vs ELF
+334.6%
+425.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.7% |
| 7D | +1.1% | -1.2% | +2.2% | +1.2% |
| 30D | -5.1% | +5.9% | -11.0% | -6.0% |
| 3M | -7.1% | +99.5% | -106.6% | -16.0% |
| 6M | +12.7% | +26.5% | -13.9% | +7.9% |
| YTD | +7.1% | +37.2% | -30.1% | +0.8% |
| 1Y | +43.6% | -24.4% | +68.0% | +44.6% |
| 3Y | +146.8% | -23.3% | +170.1% | +131.2% |
| 5Y | +133.7% | +245.2% | -111.5% | +64.5% |
| All | +760.1% | +334.6% | +425.5% | +431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling