+138.9%
FITB vs ROIV
+362.8%
-223.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.1% |
| 7D | +0.8% | +9.2% | -8.4% | -0.8% |
| 30D | +7.3% | +19.9% | -12.6% | +3.7% |
| 3M | -6.3% | +10.6% | -16.9% | -8.6% |
| 6M | +12.6% | +36.1% | -23.5% | +4.3% |
| YTD | +18.0% | +84.3% | -66.3% | +0.9% |
| 1Y | +28.9% | +87.6% | -58.7% | +9.4% |
| All | +138.9% | +362.8% | -223.9% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling