+7,836.4%
NVDA vs FITB
+212.2%
+7,624.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -12.7% | +2.8% | -15.5% | -13.7% |
| 30D | -26.4% | +9.8% | -36.2% | -29.1% |
| 3M | -27.6% | -5.2% | -22.5% | -26.3% |
| 6M | -27.7% | +17.3% | -45.0% | -32.6% |
| YTD | -12.5% | +19.3% | -31.8% | -19.6% |
| 1Y | -12.6% | +32.7% | -45.3% | -23.3% |
| 3Y | +235.9% | +141.6% | +94.4% | +124.7% |
| 5Y | +438.2% | +48.9% | +389.4% | +336.4% |
| All | +7,836.4% | +212.2% | +7,624.3% | +4,679.5% |
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 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