+424.8%
FLEX vs FITB
+48.6%
+376.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.6% |
| 7D | +7.5% | +2.8% | +4.7% | +6.0% |
| 30D | -25.3% | +9.8% | -35.1% | -29.1% |
| 3M | -39.7% | -5.2% | -34.5% | -37.9% |
| 6M | -47.9% | +17.3% | -65.2% | -52.3% |
| YTD | +24.1% | +19.3% | +4.8% | +11.9% |
| 1Y | +26.0% | +32.7% | -6.7% | +7.1% |
| 3Y | +282.7% | +141.6% | +141.1% | +138.7% |
| All | +424.8% | +48.6% | +376.2% | +317.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling