+46.1%
GOOGL vs ELF
-17.5%
+63.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -2.3% | +5.4% | -7.7% | -2.9% |
| 30D | -6.6% | +27.0% | -33.6% | -9.0% |
| 3M | -9.0% | +113.2% | -122.2% | -15.7% |
| 6M | +11.8% | +36.6% | -24.8% | +6.8% |
| YTD | +8.3% | +44.2% | -36.0% | +2.9% |
| 1Y | +46.1% | -18.0% | +64.1% | +42.1% |
| All | +46.1% | -17.5% | +63.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling