+784.8%
FITB vs VCLT
+98.6%
+686.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.8% | -2.3% | +5.0% | +2.7% |
| 30D | +9.8% | +0.8% | +9.0% | +9.8% |
| 3M | -5.2% | -2.7% | -2.5% | -5.2% |
| 6M | +17.3% | -4.3% | +21.6% | +17.3% |
| YTD | +19.3% | -4.3% | +23.6% | +19.2% |
| 1Y | +32.7% | -4.4% | +37.1% | +32.6% |
| 3Y | +141.6% | +13.8% | +127.8% | +144.6% |
| 5Y | +48.9% | -17.0% | +65.8% | +38.5% |
| 10Y | +216.5% | +20.9% | +195.6% | +274.8% |
| All | +784.8% | +98.6% | +686.2% | +1,655.1% |
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