+215.9%
FITB vs VO
+202.1%
+13.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -1.3% |
| 7D | -0.6% | +0.2% | -0.8% | -1.0% |
| 30D | +7.0% | +2.0% | +5.0% | +4.1% |
| 3M | -4.8% | -0.3% | -4.5% | -4.5% |
| 6M | +13.5% | +7.3% | +6.3% | +3.0% |
| YTD | +19.1% | +15.0% | +4.1% | -1.6% |
| 1Y | +30.8% | +14.7% | +16.1% | +8.4% |
| 3Y | +141.6% | +67.3% | +74.3% | +20.4% |
| 5Y | +48.3% | +38.8% | +9.5% | -3.8% |
| 10Y | +215.9% | +201.6% | +14.4% | -26.9% |
| All | +215.9% | +202.1% | +13.8% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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