+19.6%
FLEX vs FITB
+30.6%
-11.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -39.1% |
| 3M | -36.4% | -4.4% | -32.1% | -34.6% |
| 6M | -46.5% | +11.6% | -58.0% | -49.9% |
| YTD | +25.9% | +18.6% | +7.3% | +9.3% |
| 1Y | +19.6% | +29.8% | -10.3% | -3.5% |
| All | +19.6% | +30.6% | -11.1% | -3.5% |
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