+31.8%
FFIV vs EL
+30.6%
+1.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -4.2% | +7.6% | -11.8% | -4.5% |
| 30D | -33.9% | +15.7% | -49.6% | -34.3% |
| 3M | -22.6% | +30.5% | -53.1% | -23.4% |
| 6M | -10.4% | +32.5% | -42.9% | -11.6% |
| YTD | +24.3% | +9.4% | +14.9% | +22.4% |
| 1Y | +31.8% | +28.4% | +3.4% | +24.4% |
| All | +31.8% | +30.6% | +1.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling