+1,060.6%
FLEX vs FITB
+285.0%
+775.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.8% |
| 7D | +7.0% | +2.8% | +4.1% | +5.3% |
| 30D | -5.8% | -4.5% | -1.3% | -3.3% |
| 3M | -24.2% | +5.7% | -29.9% | -26.5% |
| 6M | +90.8% | +17.1% | +73.7% | +74.4% |
| YTD | +89.2% | +18.3% | +70.9% | +71.1% |
| 1Y | +104.7% | +23.9% | +80.8% | +79.9% |
| 3Y | +478.1% | +131.1% | +347.0% | +255.2% |
| 5Y | +726.2% | +71.1% | +655.1% | +478.4% |
| 10Y | +1,060.6% | +283.9% | +776.7% | +385.7% |
| All | +1,060.6% | +285.0% | +775.6% | +385.7% |
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