-79.9%
FIG vs FISV
-62.9%
-17.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +2.6% |
| 7D | -3.8% | -2.7% | -1.1% | -2.7% |
| 30D | -2.3% | 0.0% | -2.4% | -2.3% |
| 3M | +20.0% | -2.8% | +22.7% | +21.1% |
| 6M | -16.7% | -11.8% | -4.8% | -13.0% |
| YTD | -37.9% | -23.2% | -14.7% | -33.9% |
| 1Y | -58.5% | -62.0% | +3.4% | -52.3% |
| All | -79.9% | -62.9% | -17.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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