+48.3%
FITB vs VO
+38.8%
+9.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -1.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.9% |
| 30D | +7.0% | +2.0% | +5.0% | +4.5% |
| 3M | -4.8% | -0.3% | -4.5% | -4.5% |
| 6M | +13.5% | +7.3% | +6.3% | +4.2% |
| YTD | +19.1% | +15.0% | +4.1% | +0.6% |
| 1Y | +30.8% | +14.7% | +16.1% | +10.9% |
| 3Y | +141.6% | +67.3% | +74.3% | +32.3% |
| 5Y | +48.3% | +38.8% | +9.5% | -1.2% |
| All | +48.3% | +38.8% | +9.5% | -1.2% |
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