+3.6%
GOOG vs ELV
+42.6%
-39.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +2.9% |
| 7D | -10.7% | +4.8% | -15.5% | -11.1% |
| 30D | -16.4% | +10.1% | -26.5% | -17.1% |
| 3M | -23.4% | +15.4% | -38.8% | -24.2% |
| 6M | -24.2% | +17.7% | -42.0% | -25.4% |
| YTD | -8.3% | +25.7% | -33.9% | -10.9% |
| 1Y | +3.6% | +39.9% | -36.3% | +0.8% |
| All | +3.6% | +42.6% | -39.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling