+428.3%
FISV vs FLR
+587.1%
-158.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.2% | -3.7% |
| 7D | -6.4% | -3.1% | -3.3% | -5.8% |
| 30D | -6.8% | +4.9% | -11.8% | -7.8% |
| 3M | -10.0% | +10.8% | -20.8% | -12.9% |
| 6M | -20.6% | +19.7% | -40.3% | -25.1% |
| YTD | -27.6% | +38.4% | -65.9% | -33.8% |
| 1Y | -64.3% | +34.7% | -99.0% | -67.3% |
| 3Y | -60.0% | +56.7% | -116.6% | -66.1% |
| 5Y | -57.7% | +241.6% | -299.3% | -70.7% |
| 10Y | -3.0% | +20.2% | -23.2% | -29.5% |
| All | +428.3% | +587.1% | -158.8% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling