+69.4%
FITB vs NOC
+56.1%
+13.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | +2.8% | -2.7% | +5.5% | +3.2% |
| 30D | -4.5% | -8.9% | +4.3% | -3.4% |
| 3M | +5.7% | -3.7% | +9.3% | +6.1% |
| 6M | +17.1% | -30.8% | +47.9% | +22.6% |
| YTD | +18.3% | -7.9% | +26.3% | +18.7% |
| 1Y | +23.9% | -9.4% | +33.3% | +24.6% |
| 3Y | +131.1% | +29.0% | +102.1% | +114.6% |
| All | +69.4% | +56.1% | +13.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling