+369.9%
ETR vs FFIV
+118.6%
+251.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | +6.4% | -32.4% | +38.8% | +13.0% |
| 3M | +4.0% | -25.7% | +29.7% | +8.3% |
| 6M | -0.5% | -13.5% | +13.0% | +0.5% |
| YTD | +22.4% | +21.1% | +1.3% | +14.9% |
| 1Y | +19.9% | +29.4% | -9.6% | +10.9% |
| 3Y | +154.7% | +94.9% | +59.8% | +112.3% |
| 5Y | +158.1% | +34.7% | +123.3% | +128.4% |
| All | +369.9% | +118.6% | +251.3% | +241.3% |
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