+2,872.1%
FITB vs NTRS
+7,716.8%
-4,844.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | -0.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -5.5% | +0.2% | -5.7% | -5.6% |
| 3M | +4.1% | +13.2% | -9.1% | -5.3% |
| 6M | +18.7% | +36.9% | -18.2% | -6.8% |
| YTD | +18.2% | +39.1% | -20.9% | -8.9% |
| 1Y | +23.7% | +50.4% | -26.8% | -10.1% |
| 3Y | +130.8% | +166.8% | -36.0% | +7.5% |
| 5Y | +69.8% | +92.9% | -23.1% | -0.7% |
| 10Y | +287.4% | +255.7% | +31.7% | +51.3% |
| All | +2,872.1% | +7,716.8% | -4,844.7% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling