+39.3%
FFIV vs EL
-66.1%
+105.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -8.1% | +0.8% | -8.9% | -8.3% |
| 30D | -33.4% | +16.5% | -49.9% | -35.5% |
| 3M | -24.7% | +29.2% | -53.9% | -28.9% |
| 6M | -8.8% | +27.9% | -36.8% | -14.2% |
| YTD | +21.8% | +6.2% | +15.6% | +17.8% |
| 1Y | +25.3% | +27.2% | -1.9% | +15.8% |
| 3Y | +101.2% | +3.2% | +97.9% | +82.6% |
| All | +39.3% | -66.1% | +105.4% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling