+103.8%
FFIV vs EAT
+498.6%
-394.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | -2.1% | -3.9% | +1.8% | -1.7% |
| 30D | -33.8% | +5.0% | -38.8% | -34.5% |
| 3M | -20.6% | -9.6% | -11.0% | -20.0% |
| 6M | -10.2% | +46.8% | -57.0% | -17.3% |
| YTD | +24.5% | +41.8% | -17.3% | +14.1% |
| 1Y | +29.3% | +98.3% | -69.0% | +10.2% |
| 3Y | +103.8% | +503.1% | -399.3% | +49.5% |
| All | +103.8% | +498.6% | -394.8% | +49.5% |
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