+631.9%
GOOGL vs ELF
+391.6%
+240.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.5% |
| 7D | +3.9% | +1.6% | +2.3% | +3.6% |
| 30D | -14.9% | +9.1% | -24.0% | -16.0% |
| 3M | -14.6% | +28.2% | -42.7% | -17.7% |
| 6M | -26.4% | +119.5% | -146.0% | -34.6% |
| YTD | -5.3% | +55.2% | -60.5% | -12.5% |
| 1Y | +6.5% | +58.6% | -52.1% | -2.1% |
| 3Y | +126.0% | +21.3% | +104.8% | +97.2% |
| 5Y | +100.8% | +276.2% | -175.4% | +39.7% |
| 10Y | +673.8% | +337.0% | +336.8% | +368.1% |
| All | +631.9% | +391.6% | +240.3% | +343.6% |
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