+13,164.2%
GOOG vs ELV
+1,109.2%
+12,055.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | -7.7% | -0.2% | -7.5% | -7.6% |
| 3M | -9.3% | -6.1% | -3.2% | -8.2% |
| 6M | +7.4% | +42.8% | -35.4% | -3.2% |
| YTD | +4.9% | +14.4% | -9.5% | -0.4% |
| 1Y | +37.2% | +28.6% | +8.6% | +25.5% |
| 3Y | +141.6% | -7.4% | +149.0% | +135.2% |
| 5Y | +128.8% | +14.5% | +114.3% | +104.5% |
| 10Y | +772.7% | +257.4% | +515.3% | +431.3% |
| All | +13,164.2% | +1,109.2% | +12,055.0% | +6,187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling