+273.0%
ELF vs FFIV
+35.3%
+237.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +4.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +9.1% | -32.4% | +41.5% | +24.4% |
| 3M | +28.2% | -25.7% | +53.9% | +39.6% |
| 6M | +119.5% | -13.5% | +133.0% | +121.8% |
| YTD | +55.2% | +21.1% | +34.0% | +31.6% |
| 1Y | +58.6% | +29.4% | +29.2% | +29.8% |
| 3Y | +21.3% | +94.9% | -73.6% | -20.2% |
| All | +273.0% | +35.3% | +237.7% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling