+68.4%
FITB vs VO
+42.2%
+26.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.4% |
| 7D | -0.4% | -0.6% | +0.2% | +0.3% |
| 30D | -5.1% | -1.9% | -3.2% | -2.9% |
| 3M | +3.5% | +3.3% | +0.3% | -0.5% |
| 6M | +17.2% | +9.7% | +7.5% | +4.8% |
| YTD | +17.6% | +12.6% | +5.0% | +1.9% |
| 1Y | +23.4% | +13.6% | +9.7% | +5.8% |
| 3Y | +129.7% | +56.8% | +72.9% | +35.7% |
| 5Y | +68.4% | +42.3% | +26.1% | +10.4% |
| All | +68.4% | +42.2% | +26.2% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling