+124.6%
FITB vs NVT
+731.8%
-607.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -2.1% |
| 7D | -0.3% | +4.1% | -4.3% | -2.7% |
| 30D | -5.7% | -5.1% | -0.5% | -3.4% |
| 3M | +3.2% | -1.2% | +4.3% | +0.7% |
| 6M | +23.4% | +46.6% | -23.2% | -8.2% |
| YTD | +18.8% | +60.0% | -41.2% | -17.4% |
| 1Y | +25.0% | +70.8% | -45.8% | -18.5% |
| 3Y | +131.2% | +187.5% | -56.3% | -7.6% |
| 5Y | +70.7% | +426.1% | -355.5% | -59.6% |
| All | +124.6% | +731.8% | -607.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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