+14,551.4%
NVDA vs FITB
+288.7%
+14,262.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -4.3% | -1.0% | -3.3% | -3.9% |
| 30D | +0.5% | -5.5% | +6.0% | +2.7% |
| 3M | +9.1% | +4.1% | +5.0% | +7.0% |
| 6M | +18.5% | +18.7% | -0.3% | +9.7% |
| YTD | +17.4% | +18.2% | -0.8% | +8.4% |
| 1Y | +23.4% | +23.7% | -0.2% | +11.3% |
| 3Y | +380.6% | +130.8% | +249.8% | +225.4% |
| 5Y | +875.7% | +69.8% | +805.9% | +651.7% |
| All | +14,551.4% | +288.7% | +14,262.7% | +7,176.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling