+148.1%
FITB vs VEU
+192.1%
-44.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.9% |
| 7D | +0.6% | +1.1% | -0.5% | -0.9% |
| 30D | -4.7% | +2.2% | -6.9% | -7.6% |
| 3M | +6.7% | +3.0% | +3.7% | +1.2% |
| 6M | +12.6% | +10.9% | +1.7% | -4.5% |
| YTD | +19.1% | +18.2% | +0.9% | -8.0% |
| 1Y | +22.6% | +28.3% | -5.6% | -15.7% |
| 3Y | +127.1% | +74.6% | +52.5% | -0.1% |
| 5Y | +71.8% | +56.4% | +15.4% | -11.1% |
| 10Y | +287.2% | +153.0% | +134.2% | +5.8% |
| All | +148.1% | +192.1% | -44.0% | -37.8% |
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