+282.0%
FITB vs NSC
+336.2%
-54.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.0% | -1.4% | +0.4% | 0.0% |
| 30D | -5.5% | -3.4% | -2.1% | -3.3% |
| 3M | +4.1% | +5.1% | -1.0% | -0.3% |
| 6M | +18.7% | +9.2% | +9.5% | +9.8% |
| YTD | +18.2% | +13.4% | +4.8% | +5.9% |
| 1Y | +23.7% | +20.8% | +2.9% | +5.5% |
| 3Y | +130.8% | +76.1% | +54.7% | +40.4% |
| 5Y | +69.8% | +45.3% | +24.5% | +17.9% |
| All | +282.0% | +336.2% | -54.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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