-80.9%
FIG vs FISV
-65.0%
-15.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.1% | -1.5% |
| 7D | -14.5% | -6.4% | -8.1% | -12.1% |
| 30D | -13.3% | -6.8% | -6.5% | -10.8% |
| 3M | +7.4% | -10.0% | +17.4% | +11.7% |
| 6M | -27.8% | -20.6% | -7.2% | -22.0% |
| YTD | -41.1% | -27.6% | -13.5% | -35.8% |
| 1Y | -58.7% | -64.3% | +5.6% | -52.2% |
| All | -80.9% | -65.0% | -15.9% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling