+257.4%
ELV vs FFIV
+239.4%
+18.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.1% | -2.3% |
| 7D | -2.2% | +3.5% | -5.7% | -3.1% |
| 30D | -0.2% | -1.3% | +1.1% | 0.0% |
| 3M | -6.1% | +2.4% | -8.5% | -7.0% |
| 6M | +42.8% | +41.8% | +1.0% | +29.1% |
| YTD | +14.4% | +58.5% | -44.1% | -0.1% |
| 1Y | +28.6% | +24.3% | +4.3% | +19.4% |
| 3Y | -7.4% | +152.0% | -159.4% | -32.6% |
| 5Y | +14.5% | +99.1% | -84.7% | -11.9% |
| 10Y | +257.4% | +242.8% | +14.7% | +113.3% |
| All | +257.4% | +239.4% | +18.0% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling