+118.0%
NOK vs FITB
+23.7%
+94.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | +4.7% | -4.7% | +9.4% | +5.5% |
| 3M | -39.7% | +6.7% | -46.3% | -39.9% |
| 6M | +23.1% | +12.6% | +10.5% | +21.6% |
| YTD | +55.0% | +19.1% | +35.9% | +54.0% |
| 1Y | +118.0% | +22.6% | +95.4% | +115.0% |
| All | +118.0% | +23.7% | +94.4% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling