-47.5%
FISV vs FGI
-70.4%
+22.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.4% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -2.1% | +65.4% | -67.5% | -3.5% |
| 3M | -5.7% | +23.5% | -29.2% | -7.1% |
| 6M | -15.3% | +60.5% | -75.9% | -16.9% |
| YTD | -21.1% | +30.0% | -51.1% | -22.4% |
| 1Y | -61.1% | +82.1% | -143.1% | -62.0% |
| 3Y | -56.8% | -4.4% | -52.5% | -57.5% |
| All | -47.5% | -70.4% | +22.8% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling