+2,896.1%
FITB vs VFC
+845.1%
+2,051.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -1.2% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | -4.7% | -11.6% | +6.9% | +0.4% |
| 3M | +6.7% | -18.1% | +24.8% | +14.5% |
| 6M | +12.6% | -27.4% | +39.9% | +26.3% |
| YTD | +19.1% | -24.8% | +43.9% | +31.0% |
| 1Y | +22.6% | -8.2% | +30.8% | +20.8% |
| 3Y | +127.1% | -29.1% | +156.2% | +104.1% |
| 5Y | +71.8% | -79.2% | +151.0% | +177.4% |
| 10Y | +287.2% | -68.1% | +355.3% | +397.2% |
| All | +2,896.1% | +845.1% | +2,051.0% | +1,128.4% |
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 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