-40.2%
FIS vs FIGR
+6.3%
-46.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.4% | -12.3% | -5.9% |
| 7D | -3.5% | +13.5% | -17.0% | -3.6% |
| 30D | -7.8% | +33.7% | -41.5% | -8.3% |
| 3M | +0.8% | +37.3% | -36.5% | +0.1% |
| 6M | -21.9% | +25.5% | -47.4% | -22.5% |
| YTD | -39.5% | -6.3% | -33.2% | -38.9% |
| All | -40.2% | +6.3% | -46.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling