-61.1%
FISV vs FTI
+108.8%
-169.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.3% | +5.3% | -5.6% | -0.3% |
| 30D | -2.1% | +15.3% | -17.4% | -1.8% |
| 3M | -5.7% | +15.8% | -21.5% | -5.5% |
| 6M | -15.3% | +22.6% | -37.9% | -16.3% |
| YTD | -21.1% | +79.5% | -100.6% | -25.1% |
| 1Y | -61.1% | +102.0% | -163.1% | -63.6% |
| All | -61.1% | +108.8% | -169.8% | -63.6% |
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