+3,981.2%
GOOGL vs EFV
+249.2%
+3,732.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.9% | +2.5% | +1.3% | +2.0% |
| 30D | -14.9% | +2.9% | -17.8% | -16.7% |
| 3M | -14.6% | -1.4% | -13.1% | -13.8% |
| 6M | -26.4% | +5.5% | -32.0% | -29.3% |
| YTD | -5.3% | +16.1% | -21.4% | -14.9% |
| 1Y | +6.5% | +20.3% | -13.8% | -6.7% |
| 3Y | +126.0% | +90.4% | +35.6% | +42.6% |
| 5Y | +100.8% | +93.5% | +7.3% | +25.5% |
| 10Y | +673.8% | +161.5% | +512.3% | +295.0% |
| All | +3,981.2% | +249.2% | +3,732.0% | +1,672.3% |
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 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