+338.3%
ELF vs FFIV
+158.7%
+179.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +4.0% | -8.1% | +12.1% | +7.5% |
| 30D | +10.6% | -33.4% | +44.0% | +27.7% |
| 3M | +25.8% | -24.7% | +50.6% | +37.0% |
| 6M | +89.1% | -8.8% | +97.9% | +88.4% |
| YTD | +52.7% | +21.8% | +31.0% | +32.1% |
| 1Y | +51.7% | +25.3% | +26.4% | +29.3% |
| 3Y | +14.2% | +101.2% | -86.9% | -22.1% |
| 5Y | +270.7% | +40.2% | +230.5% | +190.5% |
| 10Y | +341.9% | +129.0% | +212.9% | +176.4% |
| All | +338.3% | +158.7% | +179.5% | +175.7% |
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