-55.5%
FIS vs FTV
+107.5%
-163.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -27.4% | +1.4% | -28.8% | -28.2% |
| 30D | -16.8% | +18.3% | -35.1% | -23.8% |
| 3M | -32.6% | +9.8% | -42.5% | -36.1% |
| 6M | -33.4% | +12.3% | -45.7% | -37.9% |
| YTD | -56.0% | +23.1% | -79.1% | -61.2% |
| 1Y | -55.1% | +32.5% | -87.6% | -61.8% |
| 3Y | -41.4% | +38.3% | -79.7% | -52.7% |
| 5Y | -72.7% | +16.8% | -89.5% | -76.4% |
| 10Y | -55.5% | +106.6% | -162.0% | -73.3% |
| All | -55.5% | +107.5% | -163.0% | -73.3% |
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