+141.6%
FITB vs NVD
-98.4%
+239.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.3% |
| 7D | +2.8% | +28.6% | -25.9% | +3.9% |
| 30D | +9.8% | +73.6% | -63.8% | +12.5% |
| 3M | -5.2% | +70.1% | -75.2% | -2.7% |
| 6M | +17.3% | +53.6% | -36.3% | +20.4% |
| YTD | +19.3% | -7.0% | +26.3% | +19.9% |
| 1Y | +32.7% | -9.0% | +41.7% | +33.5% |
| 3Y | +141.6% | -98.3% | +239.9% | +115.7% |
| All | +141.6% | -98.4% | +239.9% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling