+364.2%
ELF vs FFIV
+132.4%
+231.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.9% |
| 7D | +7.8% | -2.1% | +9.9% | +8.7% |
| 30D | +9.3% | -33.8% | +43.0% | +27.0% |
| 3M | +21.2% | -20.6% | +41.8% | +29.4% |
| 6M | +96.1% | -10.2% | +106.4% | +96.9% |
| YTD | +57.0% | +24.5% | +32.5% | +34.0% |
| 1Y | +61.9% | +29.3% | +32.5% | +35.4% |
| 3Y | +20.0% | +103.8% | -83.8% | -19.6% |
| 5Y | +284.8% | +40.9% | +243.9% | +199.1% |
| 10Y | +364.2% | +126.6% | +237.6% | +177.1% |
| All | +364.2% | +132.4% | +231.8% | +177.1% |
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