+47.5%
FITB vs NI
+113.9%
-66.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +2.8% | +4.3% | -1.6% | +0.8% |
| 30D | +9.8% | +12.4% | -2.6% | +4.2% |
| 3M | -5.2% | +10.2% | -15.3% | -9.2% |
| 6M | +17.3% | -0.8% | +18.1% | +17.4% |
| YTD | +19.3% | +13.2% | +6.1% | +11.8% |
| 1Y | +32.7% | +10.1% | +22.6% | +25.9% |
| 3Y | +141.6% | +103.1% | +38.5% | +65.2% |
| All | +47.5% | +113.9% | -66.4% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling