+611.1%
GOOGL vs ELF
+393.8%
+217.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.6% | +6.3% | -3.7% | +1.7% |
| 30D | -18.3% | +8.5% | -26.8% | -19.2% |
| 3M | -19.6% | +24.4% | -44.0% | -22.2% |
| 6M | -28.2% | +94.7% | -122.9% | -35.1% |
| YTD | -8.0% | +55.9% | -63.9% | -15.0% |
| 1Y | -0.7% | +48.4% | -49.1% | -7.7% |
| 3Y | +118.8% | +24.6% | +94.2% | +90.1% |
| 5Y | +98.9% | +285.0% | -186.2% | +37.9% |
| 10Y | +643.6% | +357.2% | +286.4% | +350.3% |
| All | +611.1% | +393.8% | +217.3% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling