+27.4%
FISV vs FFIV
+118.6%
-91.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.6% |
| 7D | +1.4% | -0.5% | +2.0% | +1.6% |
| 30D | +38.4% | -32.4% | +70.8% | +55.0% |
| 3M | +14.9% | -25.7% | +40.6% | +23.8% |
| 6M | +21.8% | -13.5% | +35.3% | +23.1% |
| YTD | -5.0% | +21.1% | -26.2% | -16.2% |
| 1Y | -1.2% | +29.4% | -30.6% | -15.0% |
| 3Y | -47.5% | +94.9% | -142.4% | -62.3% |
| 5Y | -36.7% | +34.7% | -71.5% | -48.9% |
| All | +27.4% | +118.6% | -91.2% | -23.4% |
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