+25.0%
FLEX vs FITB
+36.9%
-11.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.5% | -13.8% | -13.1% |
| 7D | -17.0% | +2.3% | -19.3% | -18.3% |
| 30D | -33.8% | +7.7% | -41.6% | -36.9% |
| 3M | -39.0% | -4.5% | -34.5% | -37.4% |
| 6M | -15.9% | +12.5% | -28.4% | -21.6% |
| YTD | +27.8% | +19.8% | +8.1% | +9.6% |
| 1Y | +25.0% | +34.1% | -9.2% | -3.9% |
| All | +25.0% | +36.9% | -11.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling