+148.5%
FITB vs VEU
+174.2%
-25.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +2.8% | +2.1% | +0.7% | -0.2% |
| 30D | +9.8% | -0.9% | +10.7% | +10.9% |
| 3M | -5.2% | -5.4% | +0.2% | +1.9% |
| 6M | +17.3% | -1.8% | +19.1% | +18.2% |
| YTD | +19.3% | +10.9% | +8.4% | +0.2% |
| 1Y | +32.7% | +13.6% | +19.1% | +7.9% |
| 3Y | +141.6% | +69.3% | +72.3% | +10.1% |
| 5Y | +48.9% | +48.1% | +0.8% | -17.4% |
| 10Y | +216.5% | +148.0% | +68.5% | -11.2% |
| All | +148.5% | +174.2% | -25.7% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling