+2.0%
FISV vs FTV
+80.7%
-78.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -2.7% | -4.0% | +1.3% | -0.7% |
| 30D | 0.0% | -11.0% | +11.1% | +5.9% |
| 3M | -2.8% | -8.4% | +5.6% | +1.1% |
| 6M | -11.8% | -2.6% | -9.3% | -11.3% |
| YTD | -23.2% | -0.6% | -22.6% | -23.9% |
| 1Y | -62.0% | +11.0% | -72.9% | -64.8% |
| 3Y | -57.6% | -6.3% | -51.3% | -58.1% |
| 5Y | -53.4% | -1.5% | -51.9% | -56.1% |
| All | +2.0% | +80.7% | -78.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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