-6.2%
ELV vs FFIV
+141.9%
-148.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -0.3% | -1.5% | +1.3% | -0.1% |
| 30D | +2.0% | -2.7% | +4.6% | +2.2% |
| 3M | -3.5% | -1.7% | -1.8% | -3.3% |
| 6M | +40.2% | +36.1% | +4.1% | +35.3% |
| YTD | +15.8% | +52.6% | -36.8% | +10.5% |
| 1Y | +33.2% | +21.5% | +11.7% | +28.2% |
| 3Y | -6.2% | +142.7% | -148.9% | -17.3% |
| All | -6.2% | +141.9% | -148.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling