+119.8%
FITB vs FLR
+520.6%
-400.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | +0.8% | +10.1% | -9.3% | -2.9% |
| 30D | +7.3% | -0.5% | +7.8% | +7.0% |
| 3M | -6.3% | -4.8% | -1.5% | -5.5% |
| 6M | +12.6% | +10.7% | +1.8% | +5.0% |
| YTD | +18.0% | +25.0% | -7.0% | +3.1% |
| 1Y | +28.9% | +8.3% | +20.6% | +18.8% |
| 3Y | +139.4% | +36.8% | +102.6% | +84.5% |
| 5Y | +47.2% | +121.8% | -74.5% | -11.8% |
| 10Y | +213.0% | +9.2% | +203.9% | +87.8% |
| All | +119.8% | +520.6% | -400.8% | -2.6% |
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