+22.6%
FITB vs ROIV
+177.7%
-155.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | +6.7% | +18.3% | -11.6% | +4.4% |
| 6M | +12.6% | +18.3% | -5.8% | +9.6% |
| YTD | +19.1% | +61.0% | -41.9% | +13.0% |
| 1Y | +22.6% | +177.9% | -155.2% | +9.2% |
| All | +22.6% | +177.7% | -155.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling