+130.0%
FITB vs RVMD
+536.1%
-406.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -1.0% | -3.6% | +2.6% | -0.7% |
| 30D | -5.5% | -1.1% | -4.4% | -5.5% |
| 3M | +4.1% | +41.0% | -36.9% | +0.7% |
| 6M | +18.7% | +105.7% | -87.0% | +9.5% |
| YTD | +18.2% | +155.3% | -137.1% | +5.1% |
| 1Y | +23.7% | +402.7% | -379.1% | -0.6% |
| All | +130.0% | +536.1% | -406.1% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 3y: compounded portfolio wealth divided by compounded RVMD 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…
3y analysis · Full analysis span regression · 6 months rolling