+122.3%
FITB vs FLR
+513.8%
-391.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +2.8% | +5.4% | -2.6% | +0.6% |
| 30D | +9.8% | +2.8% | +7.0% | +8.1% |
| 3M | -5.2% | -6.4% | +1.2% | -3.7% |
| 6M | +17.3% | +8.8% | +8.6% | +10.2% |
| YTD | +19.3% | +23.6% | -4.3% | +4.7% |
| 1Y | +32.7% | +13.8% | +18.9% | +20.0% |
| 3Y | +141.6% | +36.5% | +105.1% | +86.3% |
| 5Y | +48.9% | +119.3% | -70.5% | -10.4% |
| 10Y | +216.5% | +8.0% | +208.5% | +90.6% |
| All | +122.3% | +513.8% | -391.6% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling