+2,944.7%
FISV vs FLEX
+7,523.3%
-4,578.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -2.1% | -10.1% | +8.1% | -0.3% |
| 3M | -5.7% | -31.3% | +25.6% | -0.5% |
| 6M | -15.3% | +71.3% | -86.6% | -27.7% |
| YTD | -21.1% | +81.2% | -102.3% | -33.8% |
| 1Y | -61.1% | +98.5% | -159.6% | -68.3% |
| 3Y | -56.8% | +428.2% | -485.1% | -72.2% |
| 5Y | -54.2% | +657.3% | -711.4% | -72.9% |
| 10Y | +1.6% | +995.9% | -994.3% | -47.8% |
| All | +2,944.7% | +7,523.3% | -4,578.7% | +896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling