+2,895.1%
FITB vs VFC
+1,360.5%
+1,534.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -0.6% | -1.4% | +0.8% | 0.0% |
| 30D | +7.0% | +30.7% | -23.7% | -5.2% |
| 3M | -4.8% | +40.6% | -45.4% | -18.7% |
| 6M | +13.5% | +16.5% | -2.9% | +3.4% |
| YTD | +19.1% | +16.2% | +2.9% | +7.3% |
| 1Y | +30.8% | +42.4% | -11.7% | +7.0% |
| 3Y | +141.6% | +48.1% | +93.6% | +56.8% |
| 5Y | +48.3% | -67.8% | +116.1% | +97.1% |
| 10Y | +215.9% | -48.5% | +264.4% | +225.8% |
| All | +2,895.1% | +1,360.5% | +1,534.6% | +906.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling