+206.5%
FITB vs NOC
+160.0%
+46.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +2.8% | +4.8% | -2.1% | +1.1% |
| 30D | +9.8% | +11.0% | -1.3% | +5.7% |
| 3M | -5.2% | -3.8% | -1.4% | -4.2% |
| 6M | +17.3% | +0.6% | +16.7% | +16.3% |
| YTD | +19.3% | -2.3% | +21.6% | +18.0% |
| 1Y | +32.7% | +0.3% | +32.4% | +29.8% |
| 3Y | +141.6% | +24.6% | +117.0% | +109.8% |
| 5Y | +48.9% | +66.0% | -17.1% | +6.3% |
| All | +206.5% | +160.0% | +46.5% | +78.2% |
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