+706.3%
FISV vs FFIV
+7,518.9%
-6,812.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.3% | -1.0% | +0.6% | -0.2% |
| 30D | -2.1% | -5.1% | +3.0% | -1.4% |
| 3M | -5.7% | -4.5% | -1.3% | -5.4% |
| 6M | -15.3% | +36.5% | -51.8% | -19.5% |
| YTD | -21.1% | +53.0% | -74.1% | -26.3% |
| 1Y | -61.1% | +24.2% | -85.3% | -62.5% |
| 3Y | -56.8% | +137.2% | -194.1% | -62.3% |
| 5Y | -54.2% | +91.8% | -145.9% | -59.1% |
| 10Y | +1.6% | +215.2% | -213.6% | -16.0% |
| All | +706.3% | +7,518.9% | -6,812.6% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling