+71.1%
FITB vs VSH
+65.5%
+5.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | +2.8% | +6.2% | -3.4% | +1.1% |
| 30D | -4.5% | -11.1% | +6.6% | -1.7% |
| 3M | +5.7% | -44.9% | +50.6% | +21.7% |
| 6M | +17.1% | +90.0% | -72.8% | -17.1% |
| YTD | +18.3% | +118.8% | -100.5% | -21.4% |
| 1Y | +23.9% | +109.0% | -85.1% | -17.3% |
| 3Y | +131.1% | +35.6% | +95.5% | +80.4% |
| 5Y | +71.1% | +66.7% | +4.4% | +15.1% |
| All | +71.1% | +65.5% | +5.6% | +15.1% |
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