+4,166.4%
FFIV vs EAT
+2,178.4%
+1,987.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.8% |
| 7D | -4.2% | -5.9% | +1.7% | -3.0% |
| 30D | -33.9% | +0.7% | -34.5% | -34.7% |
| 3M | -22.6% | -14.2% | -8.4% | -21.3% |
| 6M | -10.4% | +40.7% | -51.1% | -19.1% |
| YTD | +24.3% | +36.0% | -11.7% | +11.9% |
| 1Y | +31.8% | +83.1% | -51.3% | +10.4% |
| 3Y | +99.5% | +474.8% | -375.3% | +23.6% |
| 5Y | +40.7% | +347.6% | -306.9% | -11.5% |
| 10Y | +126.9% | +321.5% | -194.6% | +20.7% |
| All | +4,166.4% | +2,178.4% | +1,987.9% | +1,308.8% |
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