-53.1%
FISV vs FLR
+238.1%
-291.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.3% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | 0.0% | +4.2% | -4.1% | -0.5% |
| 3M | -2.8% | +8.1% | -10.9% | -4.4% |
| 6M | -11.8% | +21.5% | -33.4% | -15.5% |
| YTD | -23.2% | +36.8% | -60.0% | -27.8% |
| 1Y | -62.0% | +31.2% | -93.2% | -64.0% |
| 3Y | -57.6% | +53.9% | -111.5% | -62.8% |
| All | -53.1% | +238.1% | -291.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling