+68.9%
FITB vs NDAQ
+2,632.1%
-2,563.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | 0.0% |
| 30D | +7.3% | +16.2% | -8.9% | -0.9% |
| 3M | -6.3% | +14.0% | -20.3% | -12.8% |
| 6M | +12.6% | +22.3% | -9.7% | +0.1% |
| YTD | +18.0% | +13.0% | +5.0% | +8.2% |
| 1Y | +28.9% | +24.0% | +4.9% | +12.5% |
| 3Y | +139.4% | +117.1% | +22.3% | +54.6% |
| 5Y | +47.2% | +67.5% | -20.3% | +7.4% |
| 10Y | +213.0% | +474.3% | -261.2% | +21.0% |
| All | +68.9% | +2,632.1% | -2,563.2% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling