-59.8%
FISV vs FLR
+52.3%
-112.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | -7.2% | -6.9% | -0.3% | -6.6% |
| 30D | -7.2% | +1.1% | -8.3% | -7.3% |
| 3M | -8.2% | +14.3% | -22.5% | -10.0% |
| 6M | -17.7% | +19.1% | -36.8% | -20.3% |
| YTD | -27.2% | +35.1% | -62.3% | -30.7% |
| 1Y | -63.0% | +29.5% | -92.4% | -64.5% |
| All | -59.8% | +52.3% | -112.1% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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