+48.4%
ELF vs FFIV
+28.6%
+19.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.3% | -4.2% | +10.5% | +6.7% |
| 30D | +8.5% | -33.9% | +42.4% | +12.3% |
| 3M | +24.4% | -22.6% | +47.0% | +25.7% |
| 6M | +94.7% | -10.4% | +105.1% | +91.0% |
| YTD | +55.9% | +24.3% | +31.5% | +41.5% |
| 1Y | +48.4% | +31.8% | +16.6% | +30.0% |
| All | +48.4% | +28.6% | +19.8% | +30.0% |
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