-64.1%
FISV vs FIGR
+5.9%
-70.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.3% |
| 7D | -6.4% | +14.9% | -21.3% | -6.9% |
| 30D | -6.8% | +32.3% | -39.1% | -8.0% |
| 3M | -10.0% | +34.8% | -44.8% | -11.4% |
| 6M | -20.6% | +16.8% | -37.4% | -21.7% |
| YTD | -27.6% | -6.7% | -20.9% | -28.3% |
| All | -64.1% | +5.9% | -70.0% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling