-54.3%
FIS vs FFIV
+124.6%
-178.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -5.9% |
| 7D | -3.5% | +1.9% | -5.4% | -4.1% |
| 30D | -19.4% | -33.3% | +13.9% | -9.8% |
| 3M | -31.6% | -24.9% | -6.7% | -26.9% |
| 6M | -32.5% | -10.5% | -22.0% | -32.9% |
| YTD | -56.0% | +24.4% | -80.4% | -61.6% |
| 1Y | -55.5% | +32.3% | -87.8% | -62.2% |
| 3Y | -41.3% | +99.7% | -141.0% | -59.1% |
| 5Y | -72.3% | +38.4% | -110.7% | -78.3% |
| All | -54.3% | +124.6% | -178.9% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling