+52.4%
ELF vs FFIV
+33.1%
+19.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +4.3% | -2.9% | +7.2% | +4.5% |
| 30D | +7.7% | -32.4% | +40.2% | +11.2% |
| 3M | +24.7% | -22.7% | +47.4% | +26.1% |
| 6M | +114.6% | -10.7% | +125.3% | +111.0% |
| YTD | +55.8% | +25.4% | +30.4% | +41.9% |
| All | +52.4% | +33.1% | +19.3% | +34.9% |
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 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