+98.5%
FLEX vs FIS
-37.2%
+135.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.0% |
| 7D | -0.9% | +1.1% | -2.0% | -0.3% |
| 30D | -10.1% | -2.2% | -7.9% | -11.1% |
| 3M | -31.3% | +2.1% | -33.5% | -29.1% |
| 6M | +71.3% | -14.7% | +85.9% | +67.8% |
| YTD | +81.2% | -35.7% | +116.9% | +66.2% |
| 1Y | +98.5% | -37.1% | +135.6% | +80.7% |
| All | +98.5% | -37.2% | +135.7% | +80.7% |
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