+123.7%
FITB vs NVT
+732.7%
-609.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -3.1% |
| 7D | +2.8% | +10.4% | -7.5% | -3.0% |
| 30D | -4.5% | -1.3% | -3.2% | -4.4% |
| 3M | +5.7% | -0.6% | +6.3% | +2.8% |
| 6M | +17.1% | +53.8% | -36.7% | -15.5% |
| YTD | +18.3% | +60.2% | -41.8% | -17.7% |
| 1Y | +23.9% | +76.8% | -52.9% | -21.0% |
| 3Y | +131.1% | +191.2% | -60.1% | -8.5% |
| 5Y | +71.1% | +430.9% | -359.9% | -59.7% |
| All | +123.7% | +732.7% | -609.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling