+2,867.6%
FITB vs VMC
+3,476.8%
-609.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | +0.8% | -1.7% | +2.5% | +1.8% |
| 30D | +7.3% | +15.3% | -7.9% | -1.0% |
| 3M | -6.3% | +0.3% | -6.6% | -6.8% |
| 6M | +12.6% | +0.9% | +11.7% | +10.7% |
| YTD | +18.0% | -1.0% | +19.0% | +15.9% |
| 1Y | +28.9% | -4.3% | +33.2% | +29.0% |
| 3Y | +139.4% | +35.3% | +104.1% | +94.1% |
| 5Y | +47.2% | +44.4% | +2.8% | +14.0% |
| 10Y | +213.0% | +128.0% | +85.0% | +80.7% |
| All | +2,867.6% | +3,476.8% | -609.2% | +577.2% |
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