+2.0%
FISV vs FFIV
+249.4%
-247.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.3% |
| 7D | -2.7% | +5.4% | -8.1% | -4.5% |
| 30D | 0.0% | -2.7% | +2.7% | +0.7% |
| 3M | -2.8% | +4.5% | -7.3% | -5.1% |
| 6M | -11.8% | +42.2% | -54.0% | -23.5% |
| YTD | -23.2% | +61.3% | -84.5% | -36.7% |
| 1Y | -62.0% | +23.0% | -85.0% | -65.4% |
| 3Y | -57.6% | +156.3% | -213.9% | -71.2% |
| 5Y | -53.4% | +102.9% | -156.2% | -66.5% |
| All | +2.0% | +249.4% | -247.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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