-9.4%
NVTS vs FITB
+47.4%
-56.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | -11.9% | -5.1% | -6.8% | -8.1% |
| 3M | -49.2% | +3.5% | -52.8% | -51.0% |
| 6M | +38.4% | +17.2% | +21.2% | +20.1% |
| YTD | +62.5% | +17.6% | +44.8% | +39.3% |
| 1Y | +101.4% | +23.4% | +78.0% | +64.8% |
| 3Y | +40.4% | +129.7% | -89.3% | -29.9% |
| All | -9.4% | +47.4% | -56.8% | -31.7% |
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