-55.3%
FIS vs FFIV
+132.4%
-187.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | -29.4% | -2.1% | -27.3% | -29.0% |
| 30D | -16.7% | -33.8% | +17.0% | -6.6% |
| 3M | -33.0% | -20.6% | -12.4% | -29.8% |
| 6M | -33.3% | -10.2% | -23.1% | -33.7% |
| YTD | -56.0% | +24.5% | -80.5% | -61.7% |
| 1Y | -54.6% | +29.3% | -83.9% | -61.1% |
| 3Y | -40.6% | +103.8% | -144.4% | -59.0% |
| 5Y | -71.9% | +40.9% | -112.8% | -78.2% |
| 10Y | -55.3% | +126.6% | -181.9% | -73.1% |
| All | -55.3% | +132.4% | -187.7% | -73.1% |
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