+23.7%
FITB vs VFC
-15.3%
+39.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.0% |
| 7D | -1.0% | -4.0% | +3.0% | 0.0% |
| 30D | -5.5% | -14.6% | +9.1% | -1.6% |
| 3M | +4.1% | -23.1% | +27.2% | +10.2% |
| 6M | +18.7% | -25.2% | +44.0% | +25.5% |
| YTD | +18.2% | -29.5% | +47.6% | +27.3% |
| 1Y | +23.7% | -14.4% | +38.0% | +24.6% |
| All | +23.7% | -15.3% | +39.0% | +24.6% |
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