-52.4%
FIS vs FTV
+109.2%
-161.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +2.8% | +3.9% | -1.1% | +0.9% |
| 30D | -16.7% | +18.7% | -35.4% | -23.8% |
| 3M | -32.3% | +10.0% | -42.3% | -35.8% |
| 6M | -29.1% | +14.6% | -43.6% | -34.5% |
| YTD | -54.1% | +23.4% | -77.6% | -59.5% |
| 1Y | -53.7% | +31.3% | -85.0% | -60.4% |
| 3Y | -38.8% | +39.8% | -78.6% | -50.9% |
| 5Y | -71.1% | +17.7% | -88.8% | -75.1% |
| All | -52.4% | +109.2% | -161.6% | -71.7% |
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