-40.7%
FIS vs FTV
+80.1%
-120.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.3% |
| 7D | -8.9% | -5.2% | -3.7% | -6.4% |
| 30D | -9.9% | -11.5% | +1.6% | -4.3% |
| 3M | 0.0% | -9.0% | +9.0% | +4.3% |
| 6M | -22.9% | -2.0% | -20.9% | -22.8% |
| YTD | -40.9% | -0.9% | -39.9% | -41.4% |
| 1Y | -40.4% | +14.8% | -55.2% | -45.5% |
| 3Y | -25.4% | -5.5% | -19.8% | -26.2% |
| 5Y | -64.8% | -1.9% | -63.0% | -66.7% |
| All | -40.7% | +80.1% | -120.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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