+71.1%
FITB vs ROIV
+316.9%
-245.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.4% | -2.3% |
| 7D | +2.8% | +20.2% | -17.3% | +1.0% |
| 30D | -4.5% | +14.1% | -18.7% | -5.8% |
| 3M | +5.7% | +45.6% | -39.9% | +1.9% |
| 6M | +17.1% | +44.1% | -27.0% | +12.9% |
| YTD | +18.3% | +91.2% | -72.8% | +11.0% |
| 1Y | +23.9% | +221.3% | -197.4% | +10.9% |
| 3Y | +131.1% | +229.2% | -98.1% | +103.9% |
| 5Y | +71.1% | +316.5% | -245.4% | +41.0% |
| All | +71.1% | +316.9% | -245.8% | +41.0% |
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