+129.0%
FITB vs FLR
+56.0%
+73.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -0.4% | -3.1% | +2.7% | +0.2% |
| 30D | -5.1% | +4.9% | -10.1% | -6.2% |
| 3M | +3.5% | +10.8% | -7.3% | +0.4% |
| 6M | +17.2% | +19.7% | -2.4% | +10.8% |
| YTD | +17.6% | +38.4% | -20.7% | +7.2% |
| 1Y | +23.4% | +34.7% | -11.3% | +12.5% |
| All | +129.0% | +56.0% | +73.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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