-3.7%
FISV vs FTI
+57.1%
-60.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +6.1% |
| 7D | +29.6% | -9.7% | +39.3% | +29.2% |
| 30D | +34.5% | -8.2% | +42.7% | +34.1% |
| 3M | +11.2% | -7.8% | +19.1% | +11.3% |
| 6M | -1.2% | -13.4% | +12.2% | -0.8% |
| YTD | -7.6% | +45.1% | -52.7% | -15.8% |
| 1Y | -3.7% | +54.6% | -58.3% | -15.8% |
| All | -3.7% | +57.1% | -60.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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