-63.0%
FISV vs FFIV
+22.0%
-85.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -7.2% | +1.6% | -8.8% | -7.7% |
| 30D | -7.2% | -3.7% | -3.4% | -6.4% |
| 3M | -8.2% | +2.0% | -10.1% | -9.9% |
| 6M | -17.7% | +39.3% | -57.0% | -29.9% |
| YTD | -27.2% | +56.1% | -83.3% | -41.7% |
| 1Y | -63.0% | +22.0% | -84.9% | -67.6% |
| All | -63.0% | +22.0% | -85.0% | -67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling