+777.7%
FITB vs VCLT
+103.3%
+674.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -4.5% | -0.6% | -4.0% | -4.5% |
| 3M | +5.7% | -2.2% | +7.9% | +5.6% |
| 6M | +17.1% | -2.9% | +20.0% | +17.1% |
| YTD | +18.3% | -2.1% | +20.4% | +18.3% |
| 1Y | +23.9% | -2.6% | +26.5% | +23.8% |
| 3Y | +131.1% | +12.5% | +118.6% | +132.9% |
| 5Y | +71.1% | -15.3% | +86.4% | +59.1% |
| 10Y | +283.9% | +16.6% | +267.2% | +330.9% |
| All | +777.7% | +103.3% | +674.4% | +1,641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling