+135.7%
FITB vs RVMD
+634.9%
-499.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -4.5% | +1.1% | -5.6% | -4.8% |
| 3M | +5.7% | +39.6% | -34.0% | -0.4% |
| 6M | +17.1% | +110.7% | -93.6% | +1.0% |
| YTD | +18.3% | +160.3% | -142.0% | -3.3% |
| 1Y | +23.9% | +404.9% | -381.0% | -11.5% |
| 3Y | +131.1% | +545.5% | -414.4% | +49.0% |
| 5Y | +71.1% | +584.7% | -513.6% | +0.5% |
| All | +135.7% | +634.9% | -499.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling