+341.4%
ELF vs FFIV
+126.1%
+215.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +4.0% | -8.1% | +12.1% | +7.5% |
| 30D | +10.6% | -33.4% | +44.0% | +28.1% |
| 3M | +25.8% | -24.7% | +50.6% | +37.2% |
| 6M | +89.1% | -8.8% | +97.9% | +88.3% |
| YTD | +52.7% | +21.8% | +31.0% | +31.6% |
| 1Y | +51.7% | +25.3% | +26.4% | +28.7% |
| 3Y | +14.2% | +101.2% | -86.9% | -23.0% |
| 5Y | +270.7% | +40.2% | +230.5% | +188.6% |
| All | +341.4% | +126.1% | +215.4% | +163.5% |
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 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