+148.7%
FITB vs ROIV
+232.7%
-84.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -4.7% | +1.0% | -5.7% | -4.9% |
| 3M | +6.7% | +18.3% | -11.6% | +4.9% |
| 6M | +12.6% | +18.3% | -5.8% | +10.6% |
| YTD | +19.1% | +61.0% | -41.9% | +13.6% |
| 1Y | +22.6% | +177.9% | -155.2% | +11.4% |
| 3Y | +127.1% | +199.1% | -71.9% | +102.9% |
| 5Y | +71.8% | +250.7% | -178.9% | +42.6% |
| All | +148.7% | +232.7% | -84.0% | +104.6% |
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