-1.4%
ELV vs FFIV
+102.8%
-104.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.7% |
| 7D | +3.8% | -4.2% | +8.0% | +4.3% |
| 30D | +4.1% | -33.9% | +38.0% | +8.4% |
| 3M | +8.5% | -22.6% | +31.1% | +10.9% |
| 6M | +14.6% | -10.4% | +25.0% | +15.3% |
| YTD | +24.4% | +24.3% | +0.1% | +20.8% |
| 1Y | +44.2% | +31.8% | +12.5% | +39.6% |
| 3Y | -1.4% | +99.5% | -100.9% | -8.2% |
| All | -1.4% | +102.8% | -104.3% | -8.2% |
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 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