+32,722.5%
NVO vs FITB
+2,836.2%
+29,886.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | +0.1% | +2.8% | -2.7% | -0.2% |
| 30D | -3.2% | -4.5% | +1.3% | -2.7% |
| 3M | +11.5% | +5.7% | +5.8% | +10.8% |
| 6M | +22.9% | +17.1% | +5.8% | +20.6% |
| YTD | -6.8% | +18.3% | -25.1% | -8.7% |
| 1Y | -12.6% | +23.9% | -36.5% | -14.9% |
| 3Y | -49.6% | +131.1% | -180.7% | -54.6% |
| 5Y | +0.6% | +71.1% | -70.5% | -7.5% |
| 10Y | +148.3% | +283.9% | -135.6% | +99.3% |
| All | +32,722.5% | +2,836.2% | +29,886.3% | +18,513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling