-39.0%
FISV vs FFIV
+40.7%
-79.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.6% |
| 7D | -2.0% | +1.9% | -3.9% | -2.5% |
| 30D | +31.8% | -33.3% | +65.1% | +45.5% |
| 3M | +19.3% | -24.9% | +44.2% | +26.3% |
| 6M | +12.1% | -10.5% | +22.6% | +11.1% |
| YTD | -8.4% | +24.4% | -32.9% | -19.9% |
| 1Y | -4.5% | +32.3% | -36.7% | -18.3% |
| 3Y | -49.4% | +99.7% | -149.1% | -63.4% |
| 5Y | -39.0% | +38.4% | -77.4% | -53.6% |
| All | -39.0% | +40.7% | -79.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling