-55.8%
FISV vs FTI
+1,109.5%
-1,165.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.9% |
| 7D | -7.2% | -5.6% | -1.6% | -6.6% |
| 30D | -7.2% | +0.4% | -7.6% | -7.3% |
| 3M | -8.2% | +8.1% | -16.3% | -9.2% |
| 6M | -17.7% | +16.7% | -34.4% | -19.7% |
| YTD | -27.2% | +70.0% | -97.1% | -32.5% |
| 1Y | -63.0% | +85.4% | -148.4% | -66.2% |
| 3Y | -59.8% | +265.9% | -325.7% | -67.4% |
| 5Y | -55.8% | +1,072.7% | -1,128.5% | -71.4% |
| All | -55.8% | +1,109.5% | -1,165.3% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling