+126.9%
FFIV vs EL
+60.9%
+66.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -4.2% | +7.6% | -11.8% | -6.0% |
| 30D | -33.9% | +15.7% | -49.6% | -36.4% |
| 3M | -22.6% | +30.5% | -53.1% | -28.2% |
| 6M | -10.4% | +32.5% | -42.9% | -17.8% |
| YTD | +24.3% | +9.4% | +14.9% | +17.9% |
| 1Y | +31.8% | +28.4% | +3.4% | +19.1% |
| 3Y | +99.5% | +4.4% | +95.1% | +78.7% |
| 5Y | +40.7% | -64.5% | +105.2% | +83.2% |
| 10Y | +126.9% | +64.9% | +62.0% | +76.8% |
| All | +126.9% | +60.9% | +66.0% | +76.8% |
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