-54.3%
FIS vs FTV
+109.0%
-163.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.1% | -6.1% |
| 7D | -3.5% | +3.7% | -7.2% | -5.2% |
| 30D | -19.4% | +16.8% | -36.3% | -25.7% |
| 3M | -31.6% | +10.4% | -42.0% | -35.2% |
| 6M | -32.5% | +12.8% | -45.4% | -37.2% |
| YTD | -56.0% | +23.3% | -79.3% | -61.1% |
| 1Y | -55.5% | +31.0% | -86.5% | -62.0% |
| 3Y | -41.3% | +38.6% | -79.9% | -52.7% |
| 5Y | -72.3% | +17.6% | -89.8% | -76.1% |
| All | -54.3% | +109.0% | -163.3% | -72.8% |
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