+126.6%
FFIV vs EAT
+375.0%
-248.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -2.1% | -3.9% | +1.8% | -1.4% |
| 30D | -33.8% | +5.0% | -38.8% | -34.9% |
| 3M | -20.6% | -9.6% | -11.0% | -20.1% |
| 6M | -10.2% | +46.8% | -57.0% | -18.2% |
| YTD | +24.5% | +41.8% | -17.3% | +13.2% |
| 1Y | +29.3% | +98.3% | -69.0% | +9.8% |
| 3Y | +103.8% | +503.1% | -399.3% | +36.1% |
| 5Y | +40.9% | +356.7% | -315.8% | -4.5% |
| 10Y | +126.6% | +349.8% | -223.2% | +35.3% |
| All | +126.6% | +375.0% | -248.4% | +35.3% |
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