-32.5%
FIS vs FLR
+14.6%
-47.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -4.0% | -6.5% |
| 7D | -3.5% | +10.1% | -13.6% | -1.6% |
| 30D | -19.4% | -0.5% | -19.0% | -19.1% |
| 3M | -31.6% | -4.8% | -26.7% | -31.6% |
| 6M | -32.5% | +10.7% | -43.2% | -30.6% |
| All | -32.5% | +14.6% | -47.1% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling