+1,309.2%
ET vs FFIV
+901.7%
+407.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | -4.8% | -33.8% | +29.0% | +3.4% |
| 3M | -3.4% | -20.6% | +17.2% | +0.4% |
| 6M | +2.2% | -10.2% | +12.4% | +2.9% |
| YTD | +24.2% | +24.5% | -0.3% | +15.3% |
| 1Y | +24.5% | +29.3% | -4.8% | +14.4% |
| 3Y | +83.6% | +103.8% | -20.2% | +50.2% |
| 5Y | +203.4% | +40.9% | +162.5% | +165.3% |
| 10Y | +166.5% | +126.6% | +39.9% | +105.1% |
| All | +1,309.2% | +901.7% | +407.4% | +634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling