-32.8%
FPS vs FITB
+0.9%
-33.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.7% | +7.3% |
| 7D | -24.5% | -1.5% | -23.0% | -24.0% |
| 30D | -52.1% | +5.8% | -57.9% | -53.5% |
| 3M | -48.4% | -6.1% | -42.2% | -46.6% |
| 6M | -54.4% | +5.9% | -60.3% | -56.9% |
| All | -32.8% | +0.9% | -33.7% | -35.6% |
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