+126.6%
FFIV vs EL
+63.1%
+63.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.5% |
| 7D | -2.1% | +8.0% | -10.1% | -4.0% |
| 30D | -33.8% | +15.4% | -49.2% | -36.3% |
| 3M | -20.6% | +28.5% | -49.1% | -26.1% |
| 6M | -10.2% | +32.2% | -42.5% | -17.7% |
| YTD | +24.5% | +9.2% | +15.3% | +18.2% |
| 1Y | +29.3% | +30.8% | -1.5% | +16.2% |
| 3Y | +103.8% | +3.7% | +100.1% | +83.0% |
| 5Y | +40.9% | -64.8% | +105.7% | +83.8% |
| 10Y | +126.6% | +60.0% | +66.6% | +80.0% |
| All | +126.6% | +63.1% | +63.5% | +80.0% |
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