+145.7%
FITB vs NTR
+103.6%
+42.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | +2.8% | +3.8% | -1.0% | +1.0% |
| 30D | -4.5% | +25.2% | -29.8% | -14.3% |
| 3M | +5.7% | +21.0% | -15.4% | -4.2% |
| 6M | +17.1% | +7.6% | +9.5% | +10.5% |
| YTD | +18.3% | +32.9% | -14.5% | -0.6% |
| 1Y | +23.9% | +43.1% | -19.2% | -0.6% |
| 3Y | +131.1% | +41.6% | +89.5% | +79.7% |
| 5Y | +71.1% | +54.8% | +16.3% | +4.5% |
| All | +145.7% | +103.6% | +42.1% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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