-41.3%
FIS vs FLR
+37.2%
-78.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -4.0% | -6.0% |
| 7D | -3.5% | +10.1% | -13.6% | -4.0% |
| 30D | -19.4% | -0.5% | -19.0% | -19.4% |
| 3M | -31.6% | -4.8% | -26.7% | -31.4% |
| 6M | -32.5% | +10.7% | -43.2% | -33.6% |
| YTD | -56.0% | +25.0% | -80.9% | -57.3% |
| 1Y | -55.5% | +8.3% | -63.8% | -56.3% |
| All | -41.3% | +37.2% | -78.5% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling