+141.6%
FITB vs VMC
+35.0%
+106.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +2.8% | -1.3% | +4.0% | +3.3% |
| 30D | +9.8% | +15.5% | -5.7% | +3.3% |
| 3M | -5.2% | +0.6% | -5.7% | -5.6% |
| 6M | +17.3% | +2.1% | +15.3% | +15.3% |
| YTD | +19.3% | -1.6% | +20.9% | +17.1% |
| 1Y | +32.7% | -1.2% | +33.9% | +30.0% |
| 3Y | +141.6% | +35.3% | +106.3% | +95.6% |
| All | +141.6% | +35.0% | +106.6% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling