+499.2%
NOW vs FITB
+247.4%
+251.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.0% | -1.5% | -1.5% | -2.6% |
| 30D | -26.0% | +5.8% | -31.9% | -27.3% |
| 3M | -13.1% | -6.1% | -7.0% | -11.9% |
| 6M | +14.5% | +5.9% | +8.6% | +12.0% |
| YTD | -33.4% | +16.1% | -49.5% | -37.0% |
| 1Y | -40.6% | +28.8% | -69.5% | -45.5% |
| 3Y | -16.3% | +126.0% | -142.3% | -34.6% |
| 5Y | -26.3% | +45.3% | -71.6% | -36.4% |
| All | +499.2% | +247.4% | +251.8% | +311.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling