+433.8%
FISV vs FTI
+2,117.5%
-1,683.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -3.0% | +12.3% | -15.3% | -5.4% |
| 3M | -3.5% | +13.8% | -17.3% | -6.6% |
| 6M | -19.4% | +24.3% | -43.7% | -23.8% |
| YTD | -24.3% | +75.8% | -100.1% | -33.7% |
| 1Y | -62.4% | +99.6% | -162.0% | -68.1% |
| 3Y | -58.2% | +278.4% | -336.6% | -70.3% |
| 5Y | -56.5% | +1,168.7% | -1,225.2% | -77.8% |
| 10Y | -0.5% | +297.5% | -298.1% | -42.7% |
| All | +433.8% | +2,117.5% | -1,683.7% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling