-3.9%
ELF vs FFIV
+33.5%
-37.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -1.5% | -9.8% | +8.3% | -0.9% |
| 30D | +9.5% | -28.1% | +37.6% | +11.5% |
| 3M | +29.4% | -20.0% | +49.4% | +29.9% |
| 6M | +83.7% | -0.1% | +83.8% | +78.0% |
| YTD | +49.4% | +29.2% | +20.3% | +40.3% |
| 1Y | -3.9% | +36.6% | -40.5% | -9.5% |
| All | -3.9% | +33.5% | -37.4% | -9.5% |
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