+32.7%
FITB vs NSC
+16.6%
+16.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | +2.8% | +2.5% | +0.3% | +1.6% |
| 30D | +9.8% | +1.7% | +8.1% | +9.0% |
| 3M | -5.2% | -2.6% | -2.6% | -4.2% |
| 6M | +17.3% | +6.4% | +10.9% | +12.3% |
| YTD | +19.3% | +15.5% | +3.8% | +7.6% |
| 1Y | +32.7% | +17.6% | +15.1% | +16.4% |
| All | +32.7% | +16.6% | +16.1% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling