+68.4%
FITB vs VCLT
-15.5%
+84.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.1% | +0.1% | -5.3% | -5.2% |
| 3M | +3.5% | -2.9% | +6.4% | +4.9% |
| 6M | +17.2% | -4.0% | +21.2% | +19.4% |
| YTD | +17.6% | -2.2% | +19.9% | +18.9% |
| 1Y | +23.4% | -2.6% | +25.9% | +24.8% |
| 3Y | +129.7% | +12.3% | +117.5% | +119.5% |
| 5Y | +68.4% | -16.4% | +84.8% | +39.6% |
| All | +68.4% | -15.5% | +84.0% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling