+2,883.6%
FITB vs RVTY
+2,976.2%
-92.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.3% |
| 30D | +7.0% | +3.2% | +3.8% | +5.6% |
| 3M | -4.4% | +37.2% | -41.6% | -14.2% |
| 6M | +11.6% | +57.7% | -46.1% | -4.6% |
| YTD | +18.6% | +64.8% | -46.2% | -0.7% |
| 1Y | +29.8% | +72.8% | -43.0% | +7.0% |
| 3Y | +140.7% | +89.8% | +50.9% | +89.3% |
| 5Y | +48.6% | -8.4% | +57.1% | +43.1% |
| 10Y | +224.4% | +219.5% | +4.9% | +110.5% |
| All | +2,883.6% | +2,976.2% | -92.6% | +1,043.1% |
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