+136.0%
GOOG vs ELV
+24.6%
+111.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.6% |
| 7D | 0.0% | +2.8% | -2.7% | -0.2% |
| 30D | -2.0% | +4.9% | -6.9% | -2.4% |
| 3M | -5.9% | +4.9% | -10.8% | -6.5% |
| 6M | +8.9% | +45.1% | -36.2% | +4.5% |
| YTD | +7.1% | +20.7% | -13.6% | +4.4% |
| 1Y | +39.7% | +35.0% | +4.7% | +34.2% |
| 3Y | +145.8% | -2.4% | +148.3% | +142.3% |
| All | +136.0% | +24.6% | +111.5% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling