-31.9%
ELAN vs FFIV
+101.2%
-133.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -6.6% | -5.1% | -1.5% | -4.8% |
| 3M | -0.8% | -4.5% | +3.6% | +0.2% |
| 6M | +0.2% | +36.5% | -36.2% | -14.3% |
| YTD | +8.3% | +53.0% | -44.7% | -12.8% |
| 1Y | +40.2% | +24.2% | +16.0% | +23.0% |
| 3Y | +97.7% | +137.2% | -39.5% | +24.3% |
| 5Y | -28.3% | +91.8% | -120.0% | -51.6% |
| All | -31.9% | +101.2% | -133.1% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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