-30.1%
NVTS vs FITB
+49.5%
-79.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.3% |
| 7D | +3.9% | +2.8% | +1.2% | +1.9% |
| 30D | -4.3% | +9.8% | -14.1% | -11.1% |
| 3M | -34.5% | -5.2% | -29.3% | -31.4% |
| 6M | -57.7% | +17.3% | -75.0% | -63.1% |
| YTD | +25.4% | +19.3% | +6.1% | +6.6% |
| 1Y | +13.1% | +32.7% | -19.5% | -12.1% |
| 3Y | +48.9% | +141.6% | -92.7% | -28.1% |
| 5Y | -51.8% | +48.9% | -100.6% | -64.8% |
| All | -30.1% | +49.5% | -79.6% | -47.8% |
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