+126.0%
GOOGL vs EFV
+91.8%
+34.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.9% | +2.5% | +1.3% | +2.1% |
| 30D | -14.9% | +2.9% | -17.8% | -16.7% |
| 3M | -14.6% | -1.4% | -13.1% | -13.7% |
| 6M | -26.4% | +5.5% | -32.0% | -29.2% |
| YTD | -5.3% | +16.1% | -21.4% | -14.5% |
| 1Y | +6.5% | +20.3% | -13.8% | -6.1% |
| 3Y | +126.0% | +90.4% | +35.6% | +57.2% |
| All | +126.0% | +91.8% | +34.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling