+2,876.4%
FITB vs NOC
+16,574.1%
-13,697.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +2.8% | -2.7% | +5.5% | +3.8% |
| 30D | -4.5% | -8.9% | +4.3% | -1.5% |
| 3M | +5.7% | -3.7% | +9.3% | +6.6% |
| 6M | +17.1% | -30.8% | +47.9% | +32.4% |
| YTD | +18.3% | -7.9% | +26.3% | +20.1% |
| 1Y | +23.9% | -9.4% | +33.3% | +26.3% |
| 3Y | +131.1% | +29.0% | +102.1% | +101.4% |
| 5Y | +71.1% | +56.1% | +15.0% | +35.3% |
| 10Y | +283.9% | +186.3% | +97.6% | +142.0% |
| All | +2,876.4% | +16,574.1% | -13,697.7% | +673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling