+225.5%
FFIV vs EAT
+373.3%
-147.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.1% | +0.4% |
| 7D | -1.5% | -4.9% | +3.4% | -0.6% |
| 30D | -2.7% | -1.2% | -1.4% | -2.7% |
| 3M | -1.7% | +52.2% | -53.9% | -9.7% |
| 6M | +36.1% | +65.0% | -28.9% | +22.1% |
| YTD | +52.6% | +55.0% | -2.4% | +38.0% |
| 1Y | +21.5% | +42.1% | -20.5% | +11.2% |
| 3Y | +142.7% | +614.7% | -472.0% | +58.3% |
| 5Y | +92.6% | +322.7% | -230.2% | +33.1% |
| 10Y | +225.5% | +382.0% | -156.5% | +95.4% |
| All | +225.5% | +373.3% | -147.8% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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