+284.0%
FITB vs NTRS
+259.9%
+24.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.4% |
| 7D | -0.3% | +1.4% | -1.6% | -1.4% |
| 30D | -5.7% | -0.7% | -5.0% | -5.1% |
| 3M | +3.2% | +11.3% | -8.2% | -6.2% |
| 6M | +23.4% | +35.5% | -12.1% | -6.0% |
| YTD | +18.8% | +40.6% | -21.8% | -13.2% |
| 1Y | +25.0% | +49.2% | -24.2% | -13.5% |
| 3Y | +131.2% | +167.2% | -36.0% | -7.8% |
| 5Y | +70.7% | +94.9% | -24.3% | -11.9% |
| All | +284.0% | +259.9% | +24.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling