+663.2%
FLEX vs FIS
-62.1%
+725.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -10.1% | -2.2% | -7.9% | -9.9% |
| 3M | -31.3% | +2.1% | -33.5% | -32.3% |
| 6M | +71.3% | -14.7% | +85.9% | +75.1% |
| YTD | +81.2% | -35.7% | +116.9% | +101.8% |
| 1Y | +98.5% | -37.1% | +135.6% | +121.7% |
| 3Y | +428.2% | -20.0% | +448.3% | +431.2% |
| All | +663.2% | -62.1% | +725.4% | +853.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling