+126.9%
FFIV vs EAT
+328.6%
-201.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.6% |
| 7D | -4.2% | -5.9% | +1.7% | -3.2% |
| 30D | -33.9% | +0.7% | -34.5% | -34.5% |
| 3M | -22.6% | -14.2% | -8.4% | -21.4% |
| 6M | -10.4% | +40.7% | -51.1% | -17.7% |
| YTD | +24.3% | +36.0% | -11.7% | +13.9% |
| 1Y | +31.8% | +83.1% | -51.3% | +13.6% |
| 3Y | +99.5% | +474.8% | -375.3% | +34.3% |
| 5Y | +40.7% | +347.6% | -306.9% | -4.3% |
| 10Y | +126.9% | +321.5% | -194.6% | +37.8% |
| All | +126.9% | +328.6% | -201.7% | +37.8% |
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