-24.1%
NU vs FITB
+36.9%
-61.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.5% |
| 7D | +0.2% | +2.3% | -2.2% | -1.0% |
| 30D | -21.0% | +7.7% | -28.7% | -24.0% |
| 3M | -16.3% | -4.5% | -11.8% | -14.7% |
| 6M | -15.3% | +12.5% | -27.8% | -20.9% |
| YTD | -28.4% | +19.8% | -48.2% | -36.9% |
| 1Y | -24.1% | +34.1% | -58.3% | -38.1% |
| All | -24.1% | +36.9% | -61.0% | -38.1% |
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 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