+334.5%
FLEX vs FIS
+229.2%
+105.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.7% |
| 7D | -19.3% | -25.5% | +6.2% | -7.0% |
| 30D | -41.5% | -15.1% | -26.5% | -37.7% |
| 3M | -43.1% | -32.1% | -11.0% | -32.4% |
| 6M | -48.2% | -36.1% | -12.2% | -38.7% |
| YTD | +15.5% | -55.4% | +70.9% | +63.3% |
| 1Y | +10.2% | -53.9% | +64.1% | +52.7% |
| 3Y | +256.8% | -39.8% | +296.6% | +303.6% |
| 5Y | +408.2% | -71.1% | +479.3% | +725.1% |
| 10Y | +580.8% | -53.8% | +634.6% | +727.8% |
| All | +334.5% | +229.2% | +105.3% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling