+303.1%
FLEX vs FIS
-37.3%
+340.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.7% | -2.9% | +3.9% |
| 7D | +2.2% | +1.5% | +0.7% | +2.2% |
| 30D | -32.6% | -11.8% | -20.8% | -31.8% |
| 3M | -35.5% | -28.5% | -7.0% | -35.9% |
| 6M | -45.6% | -27.0% | -18.5% | -45.7% |
| YTD | +30.7% | -53.1% | +83.8% | +40.9% |
| 1Y | +28.4% | -52.8% | +81.1% | +38.0% |
| All | +303.1% | -37.3% | +340.4% | +288.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling