+146.9%
FITB vs NVD
-99.2%
+246.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | +0.6% | -11.1% | +11.7% | +0.1% |
| 30D | -4.7% | -13.3% | +8.5% | -5.2% |
| 3M | +6.7% | -19.8% | +26.5% | +6.1% |
| 6M | +12.6% | -48.8% | +61.3% | +9.8% |
| YTD | +19.1% | -49.7% | +68.8% | +16.3% |
| 1Y | +22.6% | -61.4% | +84.0% | +18.6% |
| 3Y | +127.1% | -99.1% | +226.3% | +87.9% |
| All | +146.9% | -99.2% | +246.1% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling