+285.6%
FITB vs VFC
-69.4%
+355.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | -0.4% | -2.3% | +2.0% | +0.5% |
| 30D | -5.1% | -13.4% | +8.2% | +0.3% |
| 3M | +3.5% | -23.7% | +27.2% | +13.6% |
| 6M | +17.2% | -24.5% | +41.7% | +28.1% |
| YTD | +17.6% | -27.8% | +45.5% | +30.5% |
| 1Y | +23.4% | -13.5% | +36.8% | +24.8% |
| 3Y | +129.7% | -27.1% | +156.9% | +103.6% |
| 5Y | +68.4% | -79.0% | +147.4% | +212.9% |
| 10Y | +285.6% | -68.7% | +354.4% | +507.4% |
| All | +285.6% | -69.4% | +355.0% | +507.4% |
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