+2,896.1%
FITB vs VMC
+3,246.6%
-350.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +0.6% | -4.3% | +4.9% | +3.1% |
| 30D | -4.7% | -8.2% | +3.5% | -0.3% |
| 3M | +6.7% | -7.0% | +13.7% | +10.2% |
| 6M | +12.6% | -10.8% | +23.3% | +18.6% |
| YTD | +19.1% | -7.4% | +26.5% | +21.8% |
| 1Y | +22.6% | -9.5% | +32.1% | +26.7% |
| 3Y | +127.1% | +20.5% | +106.7% | +96.2% |
| 5Y | +71.8% | +51.6% | +20.2% | +29.4% |
| 10Y | +287.2% | +150.0% | +137.1% | +112.2% |
| All | +2,896.1% | +3,246.6% | -350.5% | +611.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling