+94.9%
FFIV vs EL
+3.0%
+91.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -0.5% | +1.5% | -2.1% | -0.7% |
| 30D | -32.4% | +10.0% | -42.4% | -33.2% |
| 3M | -25.7% | +28.4% | -54.1% | -28.2% |
| 6M | -13.5% | +37.1% | -50.6% | -17.5% |
| YTD | +21.1% | +7.8% | +13.3% | +18.5% |
| 1Y | +29.4% | +26.0% | +3.4% | +23.2% |
| 3Y | +94.9% | +3.8% | +91.1% | +71.6% |
| All | +94.9% | +3.0% | +91.9% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling