+25.0%
FLEX vs FIS
-50.5%
+75.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -23.7% | +11.3% | -18.3% |
| 7D | -17.0% | -18.4% | +1.4% | -19.1% |
| 30D | -33.8% | -11.4% | -22.5% | -32.0% |
| 3M | -39.0% | -32.0% | -7.1% | -46.1% |
| 6M | -15.9% | -35.6% | +19.7% | -23.7% |
| YTD | +27.8% | -53.8% | +81.6% | +12.4% |
| 1Y | +25.0% | -51.1% | +76.0% | +7.0% |
| All | +25.0% | -50.5% | +75.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling