+129.0%
FITB vs NVT
+184.0%
-55.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -0.4% | +7.0% | -7.4% | -2.1% |
| 30D | -5.1% | -2.3% | -2.8% | -4.8% |
| 3M | +3.5% | -3.1% | +6.6% | +3.2% |
| 6M | +17.2% | +47.0% | -29.8% | +2.2% |
| YTD | +17.6% | +56.2% | -38.6% | +0.4% |
| 1Y | +23.4% | +74.5% | -51.2% | +0.6% |
| All | +129.0% | +184.0% | -55.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling