+137.7%
GOOGL vs ELF
+239.6%
-101.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.7% |
| 7D | +1.1% | -1.2% | +2.2% | +1.2% |
| 30D | -4.4% | +5.9% | -10.3% | -5.4% |
| 3M | -6.8% | +99.5% | -106.3% | -16.0% |
| 6M | +13.6% | +26.5% | -13.0% | +8.6% |
| YTD | +8.3% | +37.2% | -28.9% | +1.8% |
| 1Y | +44.9% | -24.4% | +69.4% | +46.1% |
| 3Y | +150.5% | -23.3% | +173.8% | +127.5% |
| 5Y | +137.7% | +245.2% | -107.5% | +13.1% |
| All | +137.7% | +239.6% | -101.8% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling