+11.4%
FPS vs FITB
+2.9%
+8.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.4% |
| 7D | +10.4% | +2.8% | +7.6% | +8.6% |
| 30D | -16.5% | -4.5% | -12.0% | -14.2% |
| 3M | -45.5% | +5.7% | -51.2% | -48.0% |
| 6M | +2.1% | +17.1% | -15.0% | -11.8% |
| All | +11.4% | +2.9% | +8.5% | +6.1% |
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