+103.3%
NU vs FITB
+128.2%
-24.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +8.2% | -5.1% | +13.4% | +10.9% |
| 3M | +26.3% | +3.5% | +22.7% | +23.9% |
| 6M | +2.2% | +17.2% | -15.0% | -5.5% |
| YTD | -10.4% | +17.6% | -28.0% | -17.7% |
| 1Y | -3.0% | +23.4% | -26.3% | -13.1% |
| All | +103.3% | +128.2% | -24.9% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling