+71.1%
FITB vs RVTY
-32.1%
+103.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.2% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -4.5% | +10.8% | -15.4% | -8.2% |
| 3M | +5.7% | +26.8% | -21.1% | -3.7% |
| 6M | +17.1% | +39.3% | -22.2% | +2.4% |
| YTD | +18.3% | +31.6% | -13.3% | +5.1% |
| 1Y | +23.9% | +47.7% | -23.8% | +4.7% |
| 3Y | +131.1% | +19.9% | +111.2% | +104.4% |
| 5Y | +71.1% | -32.3% | +103.4% | +68.0% |
| All | +71.1% | -32.1% | +103.2% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling