+282.7%
FLEX vs FIS
-38.7%
+321.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.2% | -8.2% | -3.9% |
| 7D | +7.5% | +2.8% | +4.6% | +7.5% |
| 30D | -25.3% | -16.7% | -8.6% | -24.7% |
| 3M | -39.7% | -32.3% | -7.4% | -40.2% |
| 6M | -47.9% | -29.1% | -18.8% | -48.0% |
| YTD | +24.1% | -54.1% | +78.2% | +33.8% |
| 1Y | +26.0% | -53.7% | +79.7% | +35.4% |
| 3Y | +282.7% | -38.8% | +321.5% | +268.8% |
| All | +282.7% | -38.7% | +321.4% | +268.8% |
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