+48.6%
FITB vs VSH
+46.3%
+2.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.7% |
| 7D | +0.5% | -1.6% | +2.1% | +0.3% |
| 30D | +7.0% | -21.3% | +28.3% | +12.3% |
| 3M | -4.4% | -18.9% | +14.5% | -1.1% |
| 6M | +11.6% | -21.4% | +33.0% | +7.7% |
| YTD | +18.6% | +86.8% | -68.2% | -19.2% |
| 1Y | +29.8% | +85.8% | -55.9% | -11.6% |
| 3Y | +140.7% | +30.1% | +110.6% | +80.8% |
| 5Y | +48.6% | +42.8% | +5.8% | -1.5% |
| All | +48.6% | +46.3% | +2.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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