+149.6%
GOOGL vs ELV
-2.1%
+151.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | 0.0% | +3.2% | -3.2% | -0.1% |
| 30D | -1.4% | +5.4% | -6.8% | -1.6% |
| 3M | -5.3% | +5.4% | -10.7% | -5.6% |
| 6M | +9.8% | +45.7% | -35.9% | +8.8% |
| YTD | +8.4% | +21.2% | -12.8% | +7.4% |
| 1Y | +41.2% | +35.6% | +5.6% | +39.9% |
| 3Y | +149.6% | -2.0% | +151.6% | +141.6% |
| All | +149.6% | -2.1% | +151.7% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling