-62.4%
FISV vs FGI
+93.1%
-155.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.1% |
| 7D | -1.6% | +5.2% | -6.7% | -1.7% |
| 30D | -3.0% | +65.2% | -68.2% | -4.8% |
| 3M | -3.5% | +30.2% | -33.7% | -5.3% |
| 6M | -19.4% | +87.8% | -107.2% | -21.0% |
| YTD | -24.3% | +32.5% | -56.7% | -25.7% |
| 1Y | -62.4% | +93.6% | -156.0% | -63.2% |
| All | -62.4% | +93.1% | -155.5% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling