+41.5%
NU vs FITB
+49.4%
-7.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +7.8% | -5.7% | +13.5% | +11.0% |
| 3M | +20.9% | +3.2% | +17.8% | +18.7% |
| 6M | +0.9% | +23.4% | -22.5% | -9.5% |
| YTD | -12.7% | +18.8% | -31.5% | -20.6% |
| 1Y | -6.4% | +25.0% | -31.4% | -17.3% |
| 3Y | +98.1% | +131.2% | -33.1% | +26.0% |
| All | +41.5% | +49.4% | -7.9% | +7.8% |
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