+131.1%
FITB vs VFC
-25.9%
+157.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | -4.5% | -11.9% | +7.4% | -1.8% |
| 3M | +5.7% | -20.2% | +25.8% | +10.3% |
| 6M | +17.1% | -23.0% | +40.1% | +22.9% |
| YTD | +18.3% | -26.2% | +44.6% | +25.3% |
| 1Y | +23.9% | -13.3% | +37.2% | +25.7% |
| 3Y | +131.1% | -25.5% | +156.6% | +120.7% |
| All | +131.1% | -25.9% | +157.0% | +120.7% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling