+225.5%
FFIV vs EL
+31.4%
+194.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -2.7% | +15.5% | -18.1% | -6.6% |
| 3M | -1.7% | +20.6% | -22.2% | -6.9% |
| 6M | +36.1% | +10.5% | +25.7% | +30.4% |
| YTD | +52.6% | -1.9% | +54.5% | +49.3% |
| 1Y | +21.5% | +16.1% | +5.4% | +12.6% |
| 3Y | +142.7% | -30.2% | +172.9% | +147.0% |
| 5Y | +92.6% | -67.4% | +160.0% | +155.1% |
| 10Y | +225.5% | +31.2% | +194.3% | +176.3% |
| All | +225.5% | +31.4% | +194.1% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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