+141.6%
FITB vs NI
+102.7%
+38.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +2.8% | +4.3% | -1.6% | +1.1% |
| 30D | +9.8% | +12.4% | -2.6% | +5.0% |
| 3M | -5.2% | +10.2% | -15.3% | -8.7% |
| 6M | +17.3% | -0.8% | +18.1% | +17.4% |
| YTD | +19.3% | +13.2% | +6.1% | +12.5% |
| 1Y | +32.7% | +10.1% | +22.6% | +26.5% |
| 3Y | +141.6% | +103.1% | +38.5% | +52.7% |
| All | +141.6% | +102.7% | +38.9% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling