+626.9%
FLEX vs FITB
+231.2%
+395.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.5% |
| 7D | -13.6% | +0.5% | -14.1% | -13.7% |
| 30D | -36.5% | +7.0% | -43.5% | -38.9% |
| 3M | -36.4% | -4.4% | -32.1% | -34.8% |
| 6M | -46.5% | +11.6% | -58.0% | -49.8% |
| YTD | +25.9% | +18.6% | +7.3% | +13.6% |
| 1Y | +19.6% | +29.8% | -10.3% | +2.6% |
| 3Y | +287.0% | +140.7% | +146.3% | +133.1% |
| 5Y | +466.6% | +48.6% | +418.0% | +330.2% |
| 10Y | +626.9% | +224.4% | +402.5% | +243.4% |
| All | +626.9% | +231.2% | +395.7% | +243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling