+8.8%
ELV vs FFIV
+41.1%
-32.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.7% |
| 7D | +3.8% | -4.2% | +8.0% | +4.5% |
| 30D | +4.1% | -33.9% | +38.0% | +10.5% |
| 3M | +8.5% | -22.6% | +31.1% | +12.0% |
| 6M | +14.6% | -10.4% | +25.0% | +15.3% |
| YTD | +24.4% | +24.3% | +0.1% | +18.1% |
| 1Y | +44.2% | +31.8% | +12.5% | +35.8% |
| 3Y | -1.4% | +99.5% | -100.9% | -17.7% |
| 5Y | +8.8% | +40.7% | -32.0% | -0.9% |
| All | +8.8% | +41.1% | -32.4% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling