-47.5%
FISV vs FLEX
+281.5%
-329.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.0% | +7.7% | +3.6% |
| 7D | +1.4% | +7.5% | -6.0% | +1.6% |
| 30D | +38.4% | -25.3% | +63.7% | +38.0% |
| 3M | +14.9% | -39.7% | +54.6% | +14.4% |
| 6M | +21.8% | -47.9% | +69.6% | +21.1% |
| YTD | -5.0% | +24.1% | -29.1% | -11.8% |
| 1Y | -1.2% | +26.0% | -27.1% | -8.6% |
| 3Y | -47.5% | +282.7% | -330.2% | -58.6% |
| All | -47.5% | +281.5% | -329.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling