+125.2%
ETR vs FFIV
+92.2%
+33.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +1.4% | -1.5% | +3.0% | +1.6% |
| 30D | +1.9% | -2.7% | +4.5% | +2.1% |
| 3M | +1.0% | -1.7% | +2.6% | +0.9% |
| 6M | +4.8% | +36.1% | -31.3% | -0.6% |
| YTD | +19.5% | +52.6% | -33.1% | +10.8% |
| 1Y | +28.1% | +21.5% | +6.6% | +23.3% |
| 3Y | +151.1% | +142.7% | +8.5% | +110.8% |
| 5Y | +125.2% | +92.6% | +32.6% | +89.8% |
| All | +125.2% | +92.2% | +33.0% | +89.8% |
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