+1,458.7%
ET vs FFIV
+1,131.0%
+327.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.9% | -1.0% | +1.8% | +1.1% |
| 30D | +7.5% | -5.1% | +12.5% | +8.6% |
| 3M | +11.4% | -4.5% | +15.9% | +12.1% |
| 6M | +18.5% | +36.5% | -17.9% | +9.6% |
| YTD | +37.4% | +53.0% | -15.6% | +23.2% |
| 1Y | +30.9% | +24.2% | +6.7% | +22.6% |
| 3Y | +98.7% | +137.2% | -38.5% | +59.0% |
| 5Y | +230.7% | +91.8% | +138.9% | +172.7% |
| 10Y | +175.6% | +215.2% | -39.6% | +100.1% |
| All | +1,458.7% | +1,131.0% | +327.7% | +684.9% |
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