+71.1%
FITB vs VMC
+52.4%
+18.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | +0.2% |
| 7D | +2.8% | -0.5% | +3.4% | +3.1% |
| 30D | -4.5% | -9.1% | +4.6% | +0.3% |
| 3M | +5.7% | -4.1% | +9.8% | +7.2% |
| 6M | +17.1% | -5.5% | +22.6% | +19.4% |
| YTD | +18.3% | -8.9% | +27.3% | +21.3% |
| 1Y | +23.9% | -12.9% | +36.8% | +30.2% |
| 3Y | +131.1% | +22.1% | +109.0% | +91.5% |
| 5Y | +71.1% | +52.7% | +18.4% | +18.1% |
| All | +71.1% | +52.4% | +18.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling