+92.9%
FFIV vs EL
-67.1%
+160.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -5.1% | +19.8% | -24.9% | -8.8% |
| 3M | -4.5% | +25.7% | -30.2% | -9.2% |
| 6M | +36.5% | +5.4% | +31.0% | +33.6% |
| YTD | +53.0% | +0.2% | +52.8% | +50.0% |
| 1Y | +24.2% | +20.4% | +3.8% | +16.0% |
| 3Y | +137.2% | -32.1% | +169.3% | +146.4% |
| All | +92.9% | -67.1% | +160.0% | +159.9% |
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