+90.9%
FITB vs VO
+827.2%
-736.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +1.0% |
| 30D | -4.7% | -0.3% | -4.4% | -4.3% |
| 3M | +6.7% | +2.9% | +3.7% | +1.9% |
| 6M | +12.6% | +9.3% | +3.2% | -1.6% |
| YTD | +19.1% | +14.2% | +4.9% | -2.5% |
| 1Y | +22.6% | +15.3% | +7.4% | -1.0% |
| 3Y | +127.1% | +56.2% | +70.9% | +16.6% |
| 5Y | +71.8% | +42.4% | +29.4% | +0.3% |
| 10Y | +287.2% | +194.7% | +92.4% | -23.0% |
| All | +90.9% | +827.2% | -736.3% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling