+47.5%
FITB vs ROIV
+380.3%
-332.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | +9.8% | +17.6% | -7.8% | +8.0% |
| 3M | -5.2% | +9.0% | -14.1% | -6.3% |
| 6M | +17.3% | +35.3% | -18.0% | +13.2% |
| YTD | +19.3% | +82.2% | -62.9% | +11.4% |
| 1Y | +32.7% | +92.3% | -59.6% | +23.1% |
| 3Y | +141.6% | +336.8% | -195.2% | +106.7% |
| All | +47.5% | +380.3% | -332.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling