+376.5%
FIS vs FFIV
+5,710.6%
-5,334.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | -1.0% | +2.0% | +1.2% |
| 30D | -2.2% | -5.1% | +2.9% | -1.4% |
| 3M | +2.1% | -4.5% | +6.6% | +2.6% |
| 6M | -14.7% | +36.5% | -51.1% | -19.9% |
| YTD | -35.7% | +53.0% | -88.7% | -41.0% |
| 1Y | -37.1% | +24.2% | -61.3% | -40.2% |
| 3Y | -20.0% | +137.2% | -157.2% | -32.9% |
| 5Y | -62.1% | +91.8% | -153.9% | -67.2% |
| 10Y | -37.4% | +215.2% | -252.6% | -50.8% |
| All | +376.5% | +5,710.6% | -5,334.1% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling