+203.1%
FITB vs VMC
+126.5%
+76.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | +0.8% | -1.7% | +2.5% | +1.9% |
| 30D | +7.3% | +15.3% | -7.9% | -1.6% |
| 3M | -6.3% | +0.3% | -6.6% | -6.9% |
| 6M | +12.6% | +0.9% | +11.7% | +10.4% |
| YTD | +18.0% | -1.0% | +19.0% | +15.5% |
| 1Y | +28.9% | -4.3% | +33.2% | +28.8% |
| 3Y | +139.4% | +35.3% | +104.1% | +88.0% |
| 5Y | +47.2% | +44.4% | +2.8% | +8.8% |
| All | +203.1% | +126.5% | +76.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling