-37.1%
FISV vs FGI
-70.0%
+32.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +22.3% | -1.4% | +23.7% | +22.3% |
| 30D | +39.2% | -3.2% | +42.4% | +39.2% |
| 3M | +21.2% | +64.1% | -42.9% | +19.2% |
| 6M | +14.5% | +17.2% | -2.7% | +12.8% |
| YTD | -5.4% | +31.6% | -37.0% | -7.1% |
| 1Y | -0.3% | +45.1% | -45.4% | -2.2% |
| 3Y | -46.8% | -2.0% | -44.8% | -47.6% |
| All | -37.1% | -70.0% | +32.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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