+1,250.5%
NOK vs FITB
+1,145.3%
+105.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +5.4% | +2.8% | +2.6% | +4.6% |
| 30D | -14.1% | +9.8% | -23.9% | -16.3% |
| 3M | -23.6% | -5.2% | -18.4% | -22.5% |
| 6M | -45.1% | +17.3% | -62.5% | -47.6% |
| YTD | +24.7% | +19.3% | +5.4% | +18.3% |
| 1Y | +19.0% | +32.7% | -13.7% | +9.6% |
| 3Y | +147.0% | +141.6% | +5.4% | +91.1% |
| 5Y | +58.2% | +48.9% | +9.3% | +37.0% |
| 10Y | +122.3% | +216.5% | -94.2% | +45.5% |
| All | +1,250.5% | +1,145.3% | +105.2% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling