+177.8%
ETN vs FFIV
+100.0%
+77.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -3.2% |
| 7D | +6.2% | +3.5% | +2.8% | +4.7% |
| 30D | -6.7% | -1.3% | -5.4% | -6.3% |
| 3M | +3.6% | +2.4% | +1.2% | +2.4% |
| 6M | +18.3% | +41.8% | -23.5% | +1.3% |
| YTD | +31.5% | +58.5% | -27.1% | +6.2% |
| 1Y | +20.6% | +24.3% | -3.8% | +8.1% |
| 3Y | +82.5% | +152.0% | -69.5% | +19.0% |
| 5Y | +177.8% | +99.1% | +78.7% | +89.4% |
| All | +177.8% | +100.0% | +77.8% | +89.4% |
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 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