+34.1%
FITB vs VEU
+17.0%
+17.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +7.7% | -2.1% | +9.8% | +8.8% |
| 3M | -4.5% | -2.7% | -1.8% | -3.2% |
| 6M | +12.5% | +3.2% | +9.3% | +9.5% |
| YTD | +19.8% | +12.6% | +7.2% | +5.9% |
| 1Y | +34.1% | +17.1% | +17.0% | +13.2% |
| All | +34.1% | +17.0% | +17.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling