+565.2%
FLEX vs FITB
+247.4%
+317.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.3% | +5.0% |
| 7D | -19.3% | -1.5% | -17.8% | -18.7% |
| 30D | -41.5% | +5.8% | -47.4% | -43.4% |
| 3M | -43.1% | -6.1% | -37.0% | -41.1% |
| 6M | -48.2% | +5.9% | -54.1% | -50.1% |
| YTD | +15.5% | +16.1% | -0.6% | +5.4% |
| 1Y | +10.2% | +28.8% | -18.6% | -5.1% |
| 3Y | +256.8% | +126.0% | +130.8% | +122.6% |
| 5Y | +408.2% | +45.3% | +362.9% | +290.8% |
| All | +565.2% | +247.4% | +317.9% | +219.7% |
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