+1,578.5%
NOK vs FITB
+1,143.4%
+435.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | -39.7% | +6.7% | -46.3% | -40.7% |
| 6M | +23.1% | +12.6% | +10.5% | +18.8% |
| YTD | +55.0% | +19.1% | +35.9% | +47.1% |
| 1Y | +118.0% | +22.6% | +95.4% | +104.7% |
| 3Y | +170.5% | +127.1% | +43.4% | +112.3% |
| 5Y | +84.9% | +71.8% | +13.1% | +54.1% |
| 10Y | +112.0% | +287.2% | -175.2% | +31.6% |
| All | +1,578.5% | +1,143.4% | +435.1% | +546.9% |
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