+98.5%
FLEX vs FITB
+23.7%
+74.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -10.1% | -4.7% | -5.4% | -7.6% |
| 3M | -31.3% | +6.7% | -38.0% | -33.5% |
| 6M | +71.3% | +12.6% | +58.7% | +60.0% |
| YTD | +81.2% | +19.1% | +62.1% | +64.1% |
| 1Y | +98.5% | +22.6% | +75.9% | +72.5% |
| All | +98.5% | +23.7% | +74.8% | +72.5% |
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