+4,570.3%
GOOGL vs EFV
+258.8%
+4,311.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.3% | +1.5% | -3.8% | -3.3% |
| 30D | -6.6% | +1.7% | -8.3% | -7.7% |
| 3M | -8.9% | +8.6% | -17.6% | -14.2% |
| 6M | +11.9% | +11.7% | +0.2% | +3.6% |
| YTD | +8.3% | +19.3% | -10.9% | -4.3% |
| 1Y | +46.2% | +30.2% | +16.0% | +21.4% |
| 3Y | +151.9% | +91.6% | +60.3% | +58.3% |
| 5Y | +137.7% | +96.4% | +41.3% | +47.0% |
| 10Y | +757.6% | +166.5% | +591.1% | +332.2% |
| All | +4,570.3% | +258.8% | +4,311.4% | +1,891.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling