+284.0%
FITB vs NI
+143.3%
+140.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -5.7% | -1.4% | -4.3% | -5.0% |
| 3M | +3.2% | -10.6% | +13.7% | +9.0% |
| 6M | +23.4% | -9.3% | +32.7% | +29.1% |
| YTD | +18.8% | +1.1% | +17.6% | +17.1% |
| 1Y | +25.0% | +3.4% | +21.6% | +21.4% |
| 3Y | +131.2% | +67.9% | +63.3% | +70.6% |
| 5Y | +70.7% | +98.0% | -27.3% | +13.1% |
| All | +284.0% | +143.3% | +140.8% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling