-60.0%
FISV vs FFIV
+151.3%
-211.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.9% | -8.2% | -5.4% |
| 7D | -6.4% | +3.5% | -9.9% | -7.3% |
| 30D | -6.8% | -1.3% | -5.5% | -6.7% |
| 3M | -10.0% | +2.4% | -12.3% | -11.3% |
| 6M | -20.6% | +41.8% | -62.4% | -29.9% |
| YTD | -27.6% | +58.5% | -86.1% | -38.4% |
| 1Y | -64.3% | +24.3% | -88.7% | -67.5% |
| All | -60.0% | +151.3% | -211.3% | -69.9% |
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