+136.0%
NVO vs FITB
+290.8%
-154.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.7% | -2.2% |
| 7D | -7.6% | -0.3% | -7.3% | -7.5% |
| 30D | -6.0% | -5.7% | -0.3% | -5.3% |
| 3M | -0.8% | +3.2% | -3.9% | -1.2% |
| 6M | +16.5% | +23.4% | -6.9% | +13.4% |
| YTD | -11.1% | +18.8% | -29.9% | -13.0% |
| 1Y | -16.7% | +25.0% | -41.7% | -19.0% |
| 3Y | -52.9% | +131.2% | -184.1% | -57.3% |
| 5Y | -3.0% | +70.7% | -73.6% | -10.3% |
| All | +136.0% | +290.8% | -154.8% | +78.0% |
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 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