+2,896.1%
FITB vs RVTY
+2,416.7%
+479.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -4.7% | +13.2% | -18.0% | -8.5% |
| 3M | +6.7% | +27.2% | -20.6% | -1.6% |
| 6M | +12.6% | +32.4% | -19.9% | +2.0% |
| YTD | +19.1% | +34.9% | -15.7% | +7.0% |
| 1Y | +22.6% | +52.4% | -29.7% | +5.5% |
| 3Y | +127.1% | +12.3% | +114.8% | +110.4% |
| 5Y | +71.8% | -30.8% | +102.6% | +81.6% |
| 10Y | +287.2% | +150.7% | +136.5% | +172.7% |
| All | +2,896.1% | +2,416.7% | +479.4% | +1,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling