+163.1%
ET vs FFIV
+118.6%
+44.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | +2.5% | -0.5% | +3.1% | +2.7% |
| 30D | -2.5% | -32.4% | +29.9% | +8.4% |
| 3M | -4.9% | -25.7% | +20.8% | +2.1% |
| 6M | -0.1% | -13.5% | +13.4% | +1.3% |
| YTD | +26.2% | +21.1% | +5.1% | +12.6% |
| 1Y | +25.2% | +29.4% | -4.3% | +8.8% |
| 3Y | +84.2% | +94.9% | -10.7% | +33.5% |
| 5Y | +216.1% | +34.7% | +181.3% | +157.0% |
| All | +163.1% | +118.6% | +44.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling