+34.1%
FITB vs VFC
+52.5%
-18.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -3.0% | +0.3% |
| 7D | +2.3% | +21.5% | -19.1% | -2.9% |
| 30D | +7.7% | +46.7% | -39.0% | -3.0% |
| 3M | -4.5% | +38.4% | -42.9% | -12.7% |
| 6M | +12.5% | +15.2% | -2.7% | +7.4% |
| YTD | +19.8% | +17.8% | +2.0% | +12.3% |
| 1Y | +34.1% | +55.6% | -21.4% | +15.5% |
| All | +34.1% | +52.5% | -18.3% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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