-18.0%
ELF vs FFIV
+25.9%
-43.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +5.4% | -1.0% | +6.3% | +5.5% |
| 30D | +27.0% | -5.1% | +32.0% | +27.9% |
| 3M | +113.2% | -4.5% | +117.7% | +114.1% |
| 6M | +36.6% | +36.5% | +0.1% | +28.3% |
| YTD | +44.2% | +53.0% | -8.7% | +33.6% |
| 1Y | -18.0% | +24.2% | -42.2% | -22.3% |
| All | -18.0% | +25.9% | -43.9% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling