+2,419.4%
ELV vs FFIV
+5,227.0%
-2,807.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.7% |
| 7D | +3.3% | -1.0% | +4.3% | +3.4% |
| 30D | +4.2% | -5.1% | +9.2% | +4.8% |
| 3M | -0.1% | -4.5% | +4.4% | +0.4% |
| 6M | +41.3% | +36.5% | +4.8% | +34.7% |
| YTD | +17.4% | +53.0% | -35.5% | +10.0% |
| 1Y | +35.1% | +24.2% | +10.8% | +30.0% |
| 3Y | -3.2% | +137.2% | -140.5% | -16.1% |
| 5Y | +15.6% | +91.8% | -76.2% | +2.4% |
| 10Y | +276.8% | +215.2% | +61.6% | +207.7% |
| All | +2,419.4% | +5,227.0% | -2,807.6% | +1,387.2% |
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 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