+45.4%
NU vs FITB
+48.7%
-3.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -4.2% | -1.0% | -3.2% | -3.7% |
| 30D | +10.0% | -5.5% | +15.5% | +13.2% |
| 3M | +29.3% | +4.1% | +25.1% | +26.3% |
| 6M | +0.9% | +18.7% | -17.8% | -7.7% |
| YTD | -10.3% | +18.2% | -28.4% | -18.2% |
| 1Y | -3.2% | +23.7% | -26.8% | -14.0% |
| 3Y | +120.6% | +130.8% | -10.2% | +40.4% |
| All | +45.4% | +48.7% | -3.2% | +11.0% |
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