+159.2%
FITB vs VIG
+655.8%
-496.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +3.5% | -0.7% | -3.5% |
| 30D | +9.8% | +4.9% | +4.9% | +0.4% |
| 3M | -5.2% | +2.5% | -7.7% | -9.5% |
| 6M | +17.3% | +11.0% | +6.3% | -3.2% |
| YTD | +19.3% | +16.0% | +3.3% | -9.0% |
| 1Y | +32.7% | +17.5% | +15.1% | -1.2% |
| 3Y | +141.6% | +67.0% | +74.6% | -5.4% |
| 5Y | +48.9% | +64.8% | -15.9% | -40.1% |
| 10Y | +216.5% | +263.6% | -47.1% | -72.5% |
| All | +159.2% | +655.8% | -496.5% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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