+282.0%
FITB vs RVTY
+139.0%
+143.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +1.4% |
| 7D | -1.0% | -7.4% | +6.4% | +2.2% |
| 30D | -5.5% | +4.5% | -10.0% | -7.5% |
| 3M | +4.1% | +19.5% | -15.4% | -4.1% |
| 6M | +18.7% | +34.1% | -15.4% | +3.3% |
| YTD | +18.2% | +25.3% | -7.1% | +5.2% |
| 1Y | +23.7% | +47.0% | -23.3% | +2.0% |
| 3Y | +130.8% | +14.1% | +116.6% | +104.6% |
| 5Y | +69.8% | -34.6% | +104.3% | +87.7% |
| All | +282.0% | +139.0% | +143.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling