+226.3%
FIS vs FLR
+148.1%
+78.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -4.0% | -5.7% |
| 7D | -3.5% | +10.1% | -13.6% | -5.3% |
| 30D | -19.4% | -0.5% | -19.0% | -19.6% |
| 3M | -31.6% | -4.8% | -26.7% | -31.3% |
| 6M | -32.5% | +10.7% | -43.2% | -35.1% |
| YTD | -56.0% | +25.0% | -80.9% | -59.0% |
| 1Y | -55.5% | +8.3% | -63.8% | -57.5% |
| 3Y | -41.3% | +36.8% | -78.1% | -48.9% |
| 5Y | -72.3% | +121.8% | -194.0% | -78.8% |
| 10Y | -55.0% | +9.2% | -64.1% | -66.1% |
| All | +226.3% | +148.1% | +78.3% | +54.4% |
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 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