+2,494.8%
NVDL vs FITB
+85.9%
+2,408.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.9% |
| 7D | -8.7% | -1.0% | -7.7% | -8.3% |
| 30D | -1.3% | -5.5% | +4.2% | +1.1% |
| 3M | +11.4% | +4.1% | +7.2% | +9.0% |
| 6M | +22.9% | +18.7% | +4.2% | +12.5% |
| YTD | +15.4% | +18.2% | -2.7% | +5.3% |
| 1Y | +18.8% | +23.7% | -4.9% | +5.5% |
| 3Y | +641.4% | +130.8% | +510.6% | +424.4% |
| All | +2,494.8% | +85.9% | +2,408.9% | +1,959.9% |
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 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