+723.0%
GOOGL vs ELF
+299.0%
+424.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | -2.8% | -10.8% | +8.0% | -1.3% |
| 30D | -3.2% | +0.8% | -4.0% | -3.5% |
| 3M | -6.6% | +64.8% | -71.4% | -13.3% |
| 6M | +8.5% | +19.0% | -10.5% | +4.8% |
| YTD | +6.5% | +25.9% | -19.5% | +1.4% |
| 1Y | +39.4% | -28.8% | +68.2% | +41.6% |
| 3Y | +146.2% | -29.6% | +175.8% | +133.4% |
| 5Y | +138.3% | +216.2% | -77.9% | +69.7% |
| All | +723.0% | +299.0% | +424.0% | +414.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling