-3.3%
FISV vs FLEX
+1,045.7%
-1,049.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.4% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -7.2% | -11.8% | +4.6% | -5.2% |
| 3M | -8.2% | -22.6% | +14.4% | -5.4% |
| 6M | -17.7% | +77.3% | -95.0% | -32.9% |
| YTD | -27.2% | +78.8% | -105.9% | -41.2% |
| 1Y | -63.0% | +86.1% | -149.0% | -70.9% |
| 3Y | -59.8% | +446.2% | -506.0% | -78.1% |
| 5Y | -55.8% | +689.7% | -745.5% | -79.1% |
| All | -3.3% | +1,045.7% | -1,049.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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