+357.2%
ELF vs FFIV
+126.0%
+231.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.3% | -4.2% | +10.5% | +8.1% |
| 30D | +8.5% | -33.9% | +42.4% | +26.1% |
| 3M | +24.4% | -22.6% | +47.0% | +34.4% |
| 6M | +94.7% | -10.4% | +105.1% | +95.7% |
| YTD | +55.9% | +24.3% | +31.5% | +33.1% |
| 1Y | +48.4% | +31.8% | +16.6% | +23.2% |
| 3Y | +24.6% | +99.5% | -74.9% | -15.6% |
| 5Y | +285.0% | +40.7% | +244.3% | +199.4% |
| 10Y | +357.2% | +126.9% | +230.3% | +172.2% |
| All | +357.2% | +126.0% | +231.2% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling