+131.1%
FITB vs NDAQ
+91.7%
+39.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | +2.8% | -2.6% | +5.4% | +3.9% |
| 30D | -4.5% | +0.5% | -5.0% | -4.8% |
| 3M | +5.7% | +9.9% | -4.3% | +0.9% |
| 6M | +17.1% | +8.2% | +8.9% | +11.9% |
| YTD | +18.3% | -1.5% | +19.8% | +18.0% |
| 1Y | +23.9% | +1.3% | +22.6% | +21.2% |
| 3Y | +131.1% | +92.6% | +38.5% | +54.4% |
| All | +131.1% | +91.7% | +39.4% | +54.4% |
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