+47.5%
FITB vs NSC
+31.3%
+16.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.1% |
| 7D | +2.8% | +2.5% | +0.3% | +1.2% |
| 30D | +9.8% | +1.7% | +8.1% | +8.5% |
| 3M | -5.2% | -2.6% | -2.6% | -4.0% |
| 6M | +17.3% | +6.4% | +10.9% | +11.9% |
| YTD | +19.3% | +15.5% | +3.8% | +7.6% |
| 1Y | +32.7% | +17.6% | +15.1% | +18.3% |
| 3Y | +141.6% | +75.0% | +66.6% | +60.0% |
| All | +47.5% | +31.3% | +16.2% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling