+377.8%
ETR vs FFIV
+130.1%
+247.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +0.6% |
| 30D | +7.7% | -32.4% | +40.1% | +14.4% |
| 3M | +5.7% | -22.7% | +28.4% | +9.4% |
| 6M | -0.3% | -10.7% | +10.4% | +0.1% |
| YTD | +23.4% | +25.4% | -2.0% | +15.1% |
| 1Y | +18.5% | +34.2% | -15.7% | +9.0% |
| 3Y | +155.6% | +101.2% | +54.4% | +111.9% |
| 5Y | +158.7% | +42.0% | +116.7% | +126.7% |
| 10Y | +377.8% | +126.7% | +251.1% | +244.0% |
| All | +377.8% | +130.1% | +247.7% | +244.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling