-26.4%
NOW vs FITB
+44.6%
-71.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.0% | -1.5% | -1.5% | -2.5% |
| 30D | -26.0% | +5.8% | -31.9% | -27.7% |
| 3M | -13.1% | -6.1% | -7.0% | -11.5% |
| 6M | +14.5% | +5.9% | +8.6% | +10.9% |
| YTD | -33.4% | +16.1% | -49.5% | -38.7% |
| 1Y | -40.6% | +28.8% | -69.5% | -47.7% |
| 3Y | -16.3% | +126.0% | -142.3% | -43.5% |
| All | -26.4% | +44.6% | -71.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling