-70.8%
FIS vs FFIV
+35.3%
-106.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.8% |
| 7D | +2.8% | -0.5% | +3.4% | +2.9% |
| 30D | -16.7% | -32.4% | +15.7% | -8.9% |
| 3M | -32.3% | -25.7% | -6.6% | -28.5% |
| 6M | -29.1% | -13.5% | -15.6% | -29.5% |
| YTD | -54.1% | +21.1% | -75.2% | -60.1% |
| 1Y | -53.7% | +29.4% | -83.1% | -60.7% |
| 3Y | -38.8% | +94.9% | -133.7% | -58.7% |
| All | -70.8% | +35.3% | -106.1% | -79.4% |
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 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