+143.8%
FITB vs NDAQ
+117.2%
+26.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +7.3% | +15.9% | -8.5% | +1.0% |
| 3M | -4.0% | +15.1% | -19.1% | -9.6% |
| 6M | +11.9% | +22.9% | -11.0% | +1.9% |
| YTD | +19.0% | +12.8% | +6.1% | +12.1% |
| 1Y | +31.0% | +26.0% | +5.0% | +15.5% |
| 3Y | +143.8% | +119.7% | +24.1% | +59.9% |
| All | +143.8% | +117.2% | +26.5% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling