+206.5%
FITB vs VCIT
+31.0%
+175.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | -1.4% | +4.2% | +3.7% |
| 30D | +9.8% | +0.6% | +9.2% | +9.4% |
| 3M | -5.2% | -2.2% | -2.9% | -3.8% |
| 6M | +17.3% | -2.3% | +19.6% | +19.1% |
| YTD | +19.3% | -2.2% | +21.5% | +21.1% |
| 1Y | +32.7% | -1.4% | +34.1% | +34.0% |
| 3Y | +141.6% | +18.7% | +122.8% | +120.6% |
| 5Y | +48.9% | +3.6% | +45.3% | +39.4% |
| All | +206.5% | +31.0% | +175.5% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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