+1,727.8%
ETR vs FFIV
+7,518.9%
-5,791.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +1.0% | -5.1% | +6.1% | +1.1% |
| 3M | -1.3% | -4.5% | +3.2% | -1.2% |
| 6M | +1.9% | +36.5% | -34.6% | +1.1% |
| YTD | +18.2% | +53.0% | -34.8% | +16.8% |
| 1Y | +24.7% | +24.2% | +0.5% | +23.8% |
| 3Y | +150.7% | +137.2% | +13.5% | +145.2% |
| 5Y | +127.0% | +91.8% | +35.3% | +122.6% |
| 10Y | +295.5% | +215.2% | +80.3% | +283.8% |
| All | +1,727.8% | +7,518.9% | -5,791.2% | +1,927.4% |
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 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