+2,896.1%
FITB vs NSC
+5,745.4%
-2,849.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +0.6% | -5.5% | +6.1% | +3.8% |
| 30D | -4.7% | -3.2% | -1.5% | -3.2% |
| 3M | +6.7% | +7.7% | -1.0% | +2.0% |
| 6M | +12.6% | +4.5% | +8.0% | +9.1% |
| YTD | +19.1% | +15.6% | +3.6% | +9.1% |
| 1Y | +22.6% | +19.8% | +2.8% | +10.0% |
| 3Y | +127.1% | +70.1% | +57.0% | +64.6% |
| 5Y | +71.8% | +46.1% | +25.7% | +35.0% |
| 10Y | +287.2% | +328.1% | -40.9% | +78.3% |
| All | +2,896.1% | +5,745.4% | -2,849.3% | +411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling