+148.4%
FITB vs ROIV
+287.3%
-138.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +2.1% |
| 7D | -1.1% | +13.3% | -14.4% | -2.2% |
| 30D | +7.3% | +14.8% | -7.4% | +6.0% |
| 3M | -4.0% | +11.9% | -15.9% | -5.2% |
| 6M | +11.9% | +42.4% | -30.5% | +7.9% |
| YTD | +19.0% | +87.4% | -68.4% | +11.7% |
| 1Y | +31.0% | +97.2% | -66.2% | +22.4% |
| 3Y | +143.8% | +375.7% | -231.9% | +111.4% |
| 5Y | +48.9% | +379.0% | -330.2% | +18.8% |
| All | +148.4% | +287.3% | -138.9% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling