-40.6%
FIS vs FTV
+37.0%
-77.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.2% |
| 7D | -29.4% | +0.4% | -29.8% | -29.7% |
| 30D | -16.7% | +17.2% | -33.9% | -21.3% |
| 3M | -33.0% | +8.9% | -41.8% | -35.1% |
| 6M | -33.3% | +11.3% | -44.6% | -36.2% |
| YTD | -56.0% | +21.9% | -77.9% | -59.3% |
| 1Y | -54.6% | +31.6% | -86.1% | -59.2% |
| 3Y | -40.6% | +38.1% | -78.7% | -49.6% |
| All | -40.6% | +37.0% | -77.7% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling