+1,804.8%
ETR vs FFIV
+6,100.0%
-4,295.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.1% |
| 7D | +1.7% | -2.1% | +3.8% | +1.8% |
| 30D | +8.7% | -33.8% | +42.5% | +9.7% |
| 3M | +4.9% | -20.6% | +25.5% | +5.4% |
| 6M | +0.8% | -10.2% | +11.0% | +0.9% |
| YTD | +23.1% | +24.5% | -1.3% | +22.2% |
| 1Y | +17.9% | +29.3% | -11.4% | +16.9% |
| 3Y | +154.5% | +103.8% | +50.7% | +149.7% |
| 5Y | +160.3% | +40.9% | +119.4% | +156.7% |
| 10Y | +366.9% | +126.6% | +240.4% | +355.4% |
| All | +1,804.8% | +6,100.0% | -4,295.2% | +2,021.1% |
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