-42.3%
FIS vs FIGR
+5.9%
-48.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -9.1% | +14.9% | -23.9% | -9.2% |
| 30D | -10.4% | +32.3% | -42.7% | -10.9% |
| 3M | -3.7% | +34.8% | -38.5% | -4.3% |
| 6M | -24.8% | +16.8% | -41.6% | -25.3% |
| YTD | -41.6% | -6.7% | -34.9% | -41.0% |
| All | -42.3% | +5.9% | -48.2% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling