+129.0%
FITB vs NI
+70.0%
+59.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +1.3% | -1.6% | -0.9% |
| 30D | -5.1% | -0.3% | -4.9% | -5.1% |
| 3M | +3.5% | -9.5% | +13.0% | +7.5% |
| 6M | +17.2% | -10.2% | +27.5% | +22.0% |
| YTD | +17.6% | +1.8% | +15.9% | +15.6% |
| 1Y | +23.4% | +5.7% | +17.7% | +18.6% |
| All | +129.0% | +70.0% | +59.0% | +61.9% |
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