+275.1%
ELF vs FFIV
+39.5%
+235.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +4.0% | -8.1% | +12.1% | +7.3% |
| 30D | +10.6% | -33.4% | +44.0% | +26.9% |
| 3M | +25.8% | -24.7% | +50.6% | +36.1% |
| 6M | +89.1% | -8.8% | +97.9% | +86.4% |
| YTD | +52.7% | +21.8% | +31.0% | +29.3% |
| 1Y | +51.7% | +25.3% | +26.4% | +26.4% |
| 3Y | +14.2% | +101.2% | -86.9% | -26.0% |
| All | +275.1% | +39.5% | +235.7% | +187.2% |
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 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