-40.9%
FIS vs FLR
+17.1%
-58.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.3% | -3.1% |
| 7D | -9.1% | -3.1% | -5.9% | -8.8% |
| 30D | -10.4% | +4.9% | -15.4% | -11.0% |
| 3M | -3.7% | +10.8% | -14.5% | -5.4% |
| 6M | -24.8% | +19.7% | -44.4% | -27.1% |
| YTD | -41.6% | +38.4% | -79.9% | -44.4% |
| 1Y | -42.7% | +34.7% | -77.4% | -45.6% |
| 3Y | -26.2% | +56.7% | -82.9% | -32.9% |
| 5Y | -66.1% | +241.6% | -307.7% | -72.2% |
| 10Y | -40.9% | +20.2% | -61.1% | -52.1% |
| All | -40.9% | +17.1% | -58.0% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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