+338.7%
ELF vs FFIV
+130.1%
+208.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +4.3% | -2.9% | +7.2% | +5.5% |
| 30D | +7.7% | -32.4% | +40.2% | +24.1% |
| 3M | +24.7% | -22.7% | +47.4% | +34.8% |
| 6M | +114.6% | -10.7% | +125.3% | +116.2% |
| YTD | +55.8% | +25.4% | +30.4% | +32.7% |
| 1Y | +51.9% | +34.2% | +17.8% | +25.1% |
| 3Y | +24.6% | +101.2% | -76.6% | -15.9% |
| 5Y | +279.2% | +42.0% | +237.2% | +193.9% |
| 10Y | +338.7% | +126.7% | +212.0% | +163.9% |
| All | +338.7% | +130.1% | +208.7% | +163.9% |
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