+2,900.6%
FITB vs NSC
+5,741.3%
-2,840.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.0% |
| 7D | +2.8% | +2.5% | +0.3% | +1.3% |
| 30D | +9.8% | +1.7% | +8.1% | +8.7% |
| 3M | -5.2% | -2.6% | -2.6% | -4.1% |
| 6M | +17.3% | +6.4% | +10.9% | +12.6% |
| YTD | +19.3% | +15.5% | +3.8% | +9.1% |
| 1Y | +32.7% | +17.6% | +15.1% | +20.2% |
| 3Y | +141.6% | +75.0% | +66.6% | +72.4% |
| 5Y | +48.9% | +32.2% | +16.7% | +23.6% |
| 10Y | +216.5% | +296.6% | -80.1% | +51.5% |
| All | +2,900.6% | +5,741.3% | -2,840.7% | +412.0% |
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 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