+121.9%
FITB vs FLR
+603.8%
-481.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | +0.6% | +5.4% | -4.8% | -1.5% |
| 30D | -4.7% | +11.4% | -16.1% | -9.6% |
| 3M | +6.7% | +11.4% | -4.7% | +0.2% |
| 6M | +12.6% | +16.6% | -4.1% | +2.5% |
| YTD | +19.1% | +41.7% | -22.6% | 0.0% |
| 1Y | +22.6% | +35.4% | -12.8% | +3.6% |
| 3Y | +127.1% | +57.3% | +69.8% | +66.7% |
| 5Y | +71.8% | +241.0% | -169.2% | -13.7% |
| 10Y | +287.2% | +16.6% | +270.5% | +127.3% |
| All | +121.9% | +603.8% | -481.9% | -5.6% |
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