+28.9%
FITB vs NDAQ
+25.3%
+3.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | +7.3% | +16.2% | -8.9% | +4.5% |
| 3M | -6.3% | +14.0% | -20.3% | -8.5% |
| 6M | +12.6% | +22.3% | -9.7% | +8.3% |
| YTD | +18.0% | +13.0% | +5.0% | +12.2% |
| 1Y | +28.9% | +24.0% | +4.9% | +14.1% |
| All | +28.9% | +25.3% | +3.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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