+2.0%
FISV vs FTI
+305.3%
-303.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.2% |
| 7D | -2.7% | -4.4% | +1.7% | -1.9% |
| 30D | 0.0% | +1.5% | -1.4% | -0.2% |
| 3M | -2.8% | +8.2% | -11.0% | -4.4% |
| 6M | -11.8% | +18.8% | -30.7% | -14.9% |
| YTD | -23.2% | +71.7% | -94.9% | -30.6% |
| 1Y | -62.0% | +90.0% | -152.0% | -66.3% |
| 3Y | -57.6% | +270.5% | -328.1% | -67.6% |
| 5Y | -53.4% | +1,084.5% | -1,137.9% | -72.6% |
| All | +2.0% | +305.3% | -303.3% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling