-57.7%
FISV vs FLEX
+717.1%
-774.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.2% |
| 7D | -6.4% | +6.4% | -12.8% | -6.9% |
| 30D | -6.8% | -5.9% | -1.0% | -6.5% |
| 3M | -10.0% | -23.5% | +13.5% | -8.4% |
| 6M | -20.6% | +83.7% | -104.4% | -31.7% |
| YTD | -27.6% | +86.5% | -114.1% | -38.3% |
| 1Y | -64.3% | +100.5% | -164.8% | -70.6% |
| 3Y | -60.0% | +469.8% | -529.8% | -77.2% |
| 5Y | -57.7% | +725.7% | -783.4% | -80.1% |
| All | -57.7% | +717.1% | -774.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling