+755.6%
GOOGL vs ELV
+278.6%
+477.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +1.0% |
| 7D | 0.0% | +2.8% | -2.7% | -0.7% |
| 30D | -1.4% | +4.9% | -6.3% | -2.6% |
| 3M | -5.3% | +4.9% | -10.2% | -6.8% |
| 6M | +9.8% | +45.1% | -35.3% | -0.5% |
| YTD | +8.4% | +20.7% | -12.3% | +2.0% |
| 1Y | +41.2% | +35.0% | +6.2% | +28.5% |
| 3Y | +149.6% | -2.4% | +152.0% | +140.9% |
| 5Y | +142.6% | +25.5% | +117.1% | +109.4% |
| All | +755.6% | +278.6% | +477.0% | +481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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