+44.7%
FITB vs ROIV
+378.2%
-333.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -1.4% |
| 7D | -1.5% | +5.3% | -6.9% | -2.1% |
| 30D | +5.8% | +11.9% | -6.1% | +4.6% |
| 3M | -6.1% | +10.7% | -16.8% | -7.3% |
| 6M | +5.9% | +34.9% | -29.0% | +2.3% |
| YTD | +16.1% | +79.2% | -63.1% | +8.7% |
| 1Y | +28.8% | +89.0% | -60.2% | +20.0% |
| 3Y | +126.0% | +337.3% | -211.3% | +94.2% |
| All | +44.7% | +378.2% | -333.5% | +11.4% |
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