+5,150.0%
FFIV vs EL
+514.3%
+4,635.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -5.1% | +19.8% | -24.9% | -10.6% |
| 3M | -4.5% | +25.7% | -30.2% | -11.5% |
| 6M | +36.5% | +5.4% | +31.0% | +31.5% |
| YTD | +53.0% | +0.2% | +52.8% | +47.9% |
| 1Y | +24.2% | +20.4% | +3.8% | +12.7% |
| 3Y | +137.2% | -32.1% | +169.3% | +140.4% |
| 5Y | +91.8% | -67.2% | +159.0% | +142.7% |
| 10Y | +215.2% | +31.7% | +183.4% | +142.8% |
| All | +5,150.0% | +514.3% | +4,635.7% | +2,310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling