+47.5%
FITB vs NVT
+226.5%
-179.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.8% | +8.0% | -5.2% | +0.2% |
| 30D | +9.8% | -24.8% | +34.6% | +18.6% |
| 3M | -5.2% | -32.4% | +27.3% | +5.5% |
| 6M | +17.3% | -33.5% | +50.8% | +29.2% |
| YTD | +19.3% | +13.2% | +6.1% | +3.2% |
| 1Y | +32.7% | +9.0% | +23.7% | +16.2% |
| 3Y | +141.6% | +129.4% | +12.2% | +26.3% |
| All | +47.5% | +226.5% | -179.1% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling