+132.6%
FITB vs VFC
-24.5%
+157.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | -4.7% | -11.6% | +6.9% | -2.1% |
| 3M | +6.7% | -18.1% | +24.8% | +10.8% |
| 6M | +12.6% | -27.4% | +39.9% | +19.7% |
| YTD | +19.1% | -24.8% | +43.9% | +25.5% |
| 1Y | +22.6% | -8.2% | +30.8% | +22.8% |
| All | +132.6% | -24.5% | +157.1% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling