+66.9%
FITB vs NXT
+171.8%
-104.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -5.1% | -20.0% | +14.8% | -3.1% |
| 3M | +3.5% | -30.9% | +34.5% | +6.9% |
| 6M | +17.2% | -23.8% | +41.0% | +18.6% |
| YTD | +17.6% | -5.4% | +23.1% | +15.4% |
| 1Y | +23.4% | +28.0% | -4.7% | +15.9% |
| 3Y | +129.7% | +93.3% | +36.4% | +92.0% |
| All | +66.9% | +171.8% | -104.8% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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