-60.0%
FISV vs FLEX
+465.7%
-525.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.4% |
| 7D | -6.4% | +6.4% | -12.8% | -6.4% |
| 30D | -6.8% | -5.9% | -1.0% | -6.9% |
| 3M | -10.0% | -23.5% | +13.5% | -9.9% |
| 6M | -20.6% | +83.7% | -104.4% | -25.8% |
| YTD | -27.6% | +86.5% | -114.1% | -32.7% |
| 1Y | -64.3% | +100.5% | -164.8% | -67.5% |
| All | -60.0% | +465.7% | -525.8% | -69.4% |
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