+56.4%
NU vs FITB
+144.0%
-87.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.6% | +11.2% |
| 7D | +9.9% | +2.8% | +7.1% | +8.5% |
| 30D | -11.5% | +9.8% | -21.2% | -15.4% |
| 3M | -5.1% | -5.2% | +0.1% | -2.7% |
| 6M | +3.1% | +17.3% | -14.2% | -4.9% |
| YTD | -21.0% | +19.3% | -40.3% | -28.1% |
| 1Y | -15.2% | +32.7% | -47.9% | -26.7% |
| 3Y | +56.4% | +141.6% | -85.1% | +8.9% |
| All | +56.4% | +144.0% | -87.6% | +8.9% |
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