+755.6%
GOOGL vs EFV
+169.9%
+585.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.7% |
| 30D | -1.4% | +0.6% | -2.0% | -1.9% |
| 3M | -5.3% | +7.5% | -12.9% | -11.0% |
| 6M | +9.8% | +13.0% | -3.2% | -0.9% |
| YTD | +8.4% | +18.3% | -10.0% | -6.2% |
| 1Y | +41.2% | +26.7% | +14.5% | +15.4% |
| 3Y | +149.6% | +89.6% | +60.0% | +42.6% |
| 5Y | +142.6% | +98.2% | +44.4% | +32.5% |
| All | +755.6% | +169.9% | +585.7% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling