+282.0%
FITB vs VCLT
+17.0%
+265.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | -5.5% | -1.1% | -4.4% | -5.2% |
| 3M | +4.1% | -3.7% | +7.8% | +5.4% |
| 6M | +18.7% | -4.0% | +22.7% | +20.4% |
| YTD | +18.2% | -3.4% | +21.5% | +19.6% |
| 1Y | +23.7% | -4.1% | +27.8% | +25.4% |
| 3Y | +130.8% | +11.0% | +119.8% | +123.9% |
| 5Y | +69.8% | -17.0% | +86.8% | +71.6% |
| All | +282.0% | +17.0% | +265.0% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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