-54.7%
FIS vs FIGR
-29.9%
-24.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.1% |
| 7D | +2.8% | +11.0% | -8.2% | +2.9% |
| 30D | -16.7% | +0.7% | -17.4% | -16.6% |
| 3M | -32.3% | -20.9% | -11.4% | -32.2% |
| 6M | -29.1% | -37.7% | +8.7% | -28.7% |
| YTD | -54.1% | -38.2% | -15.9% | -53.5% |
| 1Y | -53.7% | -27.1% | -26.6% | -52.7% |
| All | -54.7% | -29.9% | -24.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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