-22.6%
FPS vs FITB
+4.1%
-26.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.8% | -17.8% |
| 7D | -23.3% | +2.3% | -25.7% | -24.2% |
| 30D | -42.4% | +7.7% | -50.1% | -44.5% |
| 3M | -43.0% | -4.5% | -38.6% | -41.6% |
| 6M | -44.5% | +12.5% | -57.0% | -49.6% |
| All | -22.6% | +4.1% | -26.7% | -26.9% |
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 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