+24.9%
ET vs FFIV
+28.6%
-3.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.9% | -4.2% | +2.3% | -1.9% |
| 30D | -3.1% | -33.9% | +30.8% | -3.4% |
| 3M | -3.9% | -22.6% | +18.7% | -4.4% |
| 6M | +4.0% | -10.4% | +14.4% | +3.2% |
| YTD | +26.4% | +24.3% | +2.1% | +26.8% |
| 1Y | +24.9% | +31.8% | -6.9% | +27.4% |
| All | +24.9% | +28.6% | -3.7% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling