+201.0%
ET vs FFIV
+39.5%
+161.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -7.9% | -8.1% | +0.3% | -6.4% |
| 30D | -5.9% | -33.4% | +27.5% | +0.6% |
| 3M | -5.2% | -24.7% | +19.5% | -1.4% |
| 6M | +0.3% | -8.8% | +9.1% | -0.6% |
| YTD | +23.1% | +21.8% | +1.3% | +13.0% |
| 1Y | +22.7% | +25.3% | -2.5% | +11.7% |
| 3Y | +75.4% | +101.2% | -25.8% | +39.6% |
| All | +201.0% | +39.5% | +161.5% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling