+247.6%
FIS vs FFIV
+4,662.1%
-4,414.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.9% | +6.6% |
| 7D | +1.5% | -2.9% | +4.5% | +2.0% |
| 30D | -11.8% | -32.4% | +20.6% | -6.2% |
| 3M | -28.5% | -22.7% | -5.8% | -26.1% |
| 6M | -27.0% | -10.7% | -16.3% | -26.7% |
| YTD | -53.1% | +25.4% | -78.5% | -55.9% |
| 1Y | -52.8% | +34.2% | -86.9% | -56.1% |
| 3Y | -37.5% | +101.2% | -138.7% | -46.6% |
| 5Y | -71.1% | +42.0% | -113.0% | -73.9% |
| 10Y | -52.0% | +126.7% | -178.7% | -60.6% |
| All | +247.6% | +4,662.1% | -4,414.4% | +79.7% |
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