+376.5%
FIS vs FLR
+181.3%
+195.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +1.1% | +5.4% | -4.3% | 0.0% |
| 30D | -2.2% | +11.4% | -13.6% | -4.7% |
| 3M | +2.1% | +11.4% | -9.3% | -1.2% |
| 6M | -14.7% | +16.6% | -31.3% | -18.8% |
| YTD | -35.7% | +41.7% | -77.4% | -41.3% |
| 1Y | -37.1% | +35.4% | -72.5% | -42.4% |
| 3Y | -20.0% | +57.3% | -77.3% | -32.0% |
| 5Y | -62.1% | +241.0% | -303.1% | -73.5% |
| 10Y | -37.4% | +16.6% | -54.0% | -53.3% |
| All | +376.5% | +181.3% | +195.2% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling