+8.0%
ELF vs FFIV
+102.8%
-94.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.1% | -1.7% |
| 7D | -2.7% | -14.2% | +11.5% | +1.7% |
| 30D | +6.9% | -33.6% | +40.5% | +19.4% |
| 3M | +27.2% | -24.2% | +51.4% | +34.6% |
| 6M | +84.9% | -8.3% | +93.2% | +80.1% |
| YTD | +44.5% | +22.1% | +22.3% | +22.3% |
| 1Y | -6.8% | +26.5% | -33.2% | -22.7% |
| All | +8.0% | +102.8% | -94.7% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling