-71.4%
FIS vs FFIV
+39.5%
-110.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -25.5% | -8.1% | -17.3% | -23.9% |
| 30D | -15.1% | -33.4% | +18.3% | -6.8% |
| 3M | -32.1% | -24.7% | -7.4% | -28.6% |
| 6M | -36.1% | -8.8% | -27.2% | -37.6% |
| YTD | -55.4% | +21.8% | -77.2% | -61.2% |
| 1Y | -53.9% | +25.3% | -79.2% | -60.4% |
| 3Y | -39.8% | +101.2% | -140.9% | -59.8% |
| All | -71.4% | +39.5% | -110.8% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling