-65.6%
FIS vs FTV
+4.3%
-69.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -7.8% | -8.3% | +0.5% | -4.1% |
| 3M | +0.8% | -7.4% | +8.2% | +4.0% |
| 6M | -21.9% | -1.2% | -20.7% | -22.1% |
| YTD | -39.5% | +2.7% | -42.2% | -41.0% |
| 1Y | -41.0% | +18.4% | -59.4% | -46.5% |
| 3Y | -23.6% | -2.0% | -21.6% | -25.7% |
| 5Y | -65.6% | +3.4% | -69.0% | -71.5% |
| All | -65.6% | +4.3% | -69.9% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling