+37.8%
FFIV vs EAT
+375.3%
-337.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -8.1% | -2.6% | -5.5% | -7.7% |
| 30D | -33.4% | +11.5% | -44.9% | -35.4% |
| 3M | -24.7% | -9.1% | -15.6% | -24.2% |
| 6M | -8.8% | +40.4% | -49.3% | -17.3% |
| YTD | +21.8% | +43.9% | -22.2% | +8.6% |
| 1Y | +25.3% | +101.9% | -76.7% | +2.4% |
| 3Y | +101.2% | +489.9% | -388.7% | +20.3% |
| All | +37.8% | +375.3% | -337.5% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling