+700.7%
GOOGL vs ELF
+316.3%
+384.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.4% |
| 7D | +5.7% | +3.4% | +2.4% | +5.2% |
| 30D | -15.6% | +5.0% | -20.5% | -16.2% |
| 3M | -13.0% | +22.6% | -35.6% | -15.7% |
| 6M | -22.8% | +104.0% | -126.8% | -30.8% |
| YTD | -4.4% | +49.3% | -53.7% | -11.3% |
| 1Y | +4.5% | +46.0% | -41.6% | -2.9% |
| 3Y | +127.4% | +19.4% | +108.0% | +98.1% |
| 5Y | +102.8% | +262.0% | -159.2% | +40.4% |
| All | +700.7% | +316.3% | +384.4% | +386.8% |
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