+99.4%
FFIV vs EAT
+507.6%
-408.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -8.1% | -2.6% | -5.5% | -7.9% |
| 30D | -33.4% | +11.5% | -44.9% | -34.7% |
| 3M | -24.7% | -9.1% | -15.6% | -24.1% |
| 6M | -8.8% | +40.4% | -49.3% | -15.3% |
| YTD | +21.8% | +43.9% | -22.2% | +11.4% |
| 1Y | +25.3% | +101.9% | -76.7% | +6.6% |
| All | +99.4% | +507.6% | -408.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling