-49.4%
FISV vs FFIV
+100.8%
-150.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.6% |
| 7D | -2.0% | +1.9% | -3.9% | -2.3% |
| 30D | +31.8% | -33.3% | +65.1% | +41.9% |
| 3M | +19.3% | -24.9% | +44.2% | +24.2% |
| 6M | +12.1% | -10.5% | +22.6% | +10.0% |
| YTD | -8.4% | +24.4% | -32.9% | -19.7% |
| 1Y | -4.5% | +32.3% | -36.7% | -17.8% |
| All | -49.4% | +100.8% | -150.2% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling