+25.0%
FITB vs NVD
-52.8%
+77.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.3% | +10.8% | -11.1% | -0.1% |
| 30D | -5.7% | +0.8% | -6.4% | -5.6% |
| 3M | +3.2% | -20.8% | +24.0% | +3.1% |
| 6M | +23.4% | -41.2% | +64.6% | +21.5% |
| YTD | +18.8% | -44.2% | +63.0% | +16.4% |
| 1Y | +25.0% | -54.2% | +79.1% | +24.4% |
| All | +25.0% | -52.8% | +77.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling