-60.0%
FISV vs FTI
+274.9%
-335.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | -6.4% | -2.3% | -4.1% | -6.3% |
| 30D | -6.8% | +5.0% | -11.9% | -7.1% |
| 3M | -10.0% | +13.8% | -23.8% | -10.7% |
| 6M | -20.6% | +22.9% | -43.5% | -21.9% |
| YTD | -27.6% | +75.0% | -102.6% | -30.8% |
| 1Y | -64.3% | +96.9% | -161.2% | -66.3% |
| All | -60.0% | +274.9% | -335.0% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling