+280.3%
FITB vs VMC
+153.7%
+126.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +1.3% |
| 7D | -0.4% | -5.3% | +4.9% | +2.8% |
| 30D | -5.1% | -12.3% | +7.1% | +2.2% |
| 3M | +3.5% | -10.3% | +13.8% | +9.4% |
| 6M | +17.2% | -8.6% | +25.8% | +22.0% |
| YTD | +17.6% | -11.9% | +29.5% | +23.6% |
| 1Y | +23.4% | -13.9% | +37.3% | +31.2% |
| 3Y | +129.7% | +18.2% | +111.6% | +96.0% |
| 5Y | +68.4% | +47.7% | +20.7% | +22.8% |
| All | +280.3% | +153.7% | +126.6% | +111.9% |
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