+314.5%
ELF vs FFIV
+159.5%
+155.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.1% | -1.2% |
| 7D | -2.7% | -14.2% | +11.5% | +3.2% |
| 30D | +6.9% | -33.6% | +40.5% | +23.6% |
| 3M | +27.2% | -24.2% | +51.4% | +38.1% |
| 6M | +84.9% | -8.3% | +93.2% | +83.7% |
| YTD | +44.5% | +22.1% | +22.3% | +24.8% |
| 1Y | -6.8% | +26.5% | -33.2% | -21.0% |
| 3Y | +14.2% | +102.3% | -88.1% | -22.3% |
| 5Y | +250.6% | +40.6% | +210.0% | +174.5% |
| 10Y | +318.0% | +129.7% | +188.3% | +161.1% |
| All | +314.5% | +159.5% | +155.0% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling