+69.8%
FITB vs NVT
+399.9%
-330.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +1.2% |
| 7D | -1.0% | +2.0% | -3.0% | -1.8% |
| 30D | -5.5% | -7.2% | +1.7% | -3.2% |
| 3M | +4.1% | -0.9% | +5.0% | +2.5% |
| 6M | +18.7% | +42.6% | -23.9% | -1.6% |
| YTD | +18.2% | +52.9% | -34.7% | -5.6% |
| 1Y | +23.7% | +64.5% | -40.8% | -5.8% |
| 3Y | +130.8% | +178.0% | -47.2% | +19.6% |
| 5Y | +69.8% | +402.8% | -333.0% | -44.7% |
| All | +69.8% | +399.9% | -330.1% | -44.7% |
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