+284.0%
FITB vs NOC
+192.5%
+91.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +0.8% | -1.0% | -0.5% |
| 30D | -5.7% | -9.7% | +4.0% | -2.3% |
| 3M | +3.2% | -5.6% | +8.8% | +4.9% |
| 6M | +23.4% | -28.6% | +52.0% | +38.4% |
| YTD | +18.8% | -7.9% | +26.7% | +20.2% |
| 1Y | +25.0% | -9.5% | +34.5% | +27.2% |
| 3Y | +131.2% | +28.4% | +102.8% | +95.9% |
| 5Y | +70.7% | +59.0% | +11.7% | +22.7% |
| All | +284.0% | +192.5% | +91.5% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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