+1,296.6%
ET vs FFIV
+879.9%
+416.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.9% | -8.1% | +0.3% | -6.2% |
| 30D | -5.9% | -33.4% | +27.5% | +1.9% |
| 3M | -5.2% | -24.7% | +19.5% | -0.3% |
| 6M | +0.3% | -8.8% | +9.1% | +0.6% |
| YTD | +23.1% | +21.8% | +1.3% | +14.8% |
| 1Y | +22.7% | +25.3% | -2.5% | +13.6% |
| 3Y | +75.4% | +101.2% | -25.8% | +43.8% |
| 5Y | +202.6% | +40.2% | +162.4% | +164.9% |
| 10Y | +213.0% | +129.0% | +84.0% | +140.7% |
| All | +1,296.6% | +879.9% | +416.7% | +631.2% |
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