+214.7%
FITB vs VFC
-47.2%
+261.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +0.5% | +3.5% | -3.0% | -0.9% |
| 30D | +7.0% | +38.3% | -31.3% | -6.2% |
| 3M | -4.4% | +40.2% | -44.5% | -17.0% |
| 6M | +11.6% | +10.6% | +0.9% | +4.8% |
| YTD | +18.6% | +16.7% | +1.9% | +8.0% |
| 1Y | +29.8% | +45.0% | -15.2% | +7.6% |
| 3Y | +140.7% | +48.8% | +91.9% | +57.8% |
| 5Y | +48.6% | -67.6% | +116.2% | +135.2% |
| All | +214.7% | -47.2% | +261.9% | +321.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling