+5,150.0%
FFIV vs EAT
+2,587.9%
+2,562.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -5.1% | +1.9% | -6.9% | -5.7% |
| 3M | -4.5% | +68.7% | -73.1% | -15.7% |
| 6M | +36.5% | +66.9% | -30.4% | +19.5% |
| YTD | +53.0% | +60.4% | -7.4% | +34.6% |
| 1Y | +24.2% | +44.0% | -19.8% | +11.3% |
| 3Y | +137.2% | +604.7% | -467.5% | +41.9% |
| 5Y | +91.8% | +347.0% | -255.3% | +21.8% |
| 10Y | +215.2% | +390.8% | -175.6% | +64.2% |
| All | +5,150.0% | +2,587.9% | +2,562.1% | +1,594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling