-59.8%
FISV vs FTV
-5.5%
-54.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -7.2% | -5.2% | -2.0% | -5.7% |
| 30D | -7.2% | -11.5% | +4.3% | -3.6% |
| 3M | -8.2% | -9.0% | +0.9% | -5.7% |
| 6M | -17.7% | -2.0% | -15.7% | -17.5% |
| YTD | -27.2% | -0.9% | -26.2% | -27.3% |
| 1Y | -63.0% | +14.8% | -77.8% | -64.9% |
| All | -59.8% | -5.5% | -54.3% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling