+2,883.6%
FITB vs VSH
+1,399.9%
+1,483.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.7% |
| 7D | +0.5% | -1.6% | +2.1% | +0.2% |
| 30D | +7.0% | -21.3% | +28.3% | +12.7% |
| 3M | -4.4% | -18.9% | +14.5% | -0.9% |
| 6M | +11.6% | -21.4% | +33.0% | +10.7% |
| YTD | +18.6% | +86.8% | -68.2% | -10.5% |
| 1Y | +29.8% | +85.8% | -55.9% | -2.1% |
| 3Y | +140.7% | +30.1% | +110.6% | +93.3% |
| 5Y | +48.6% | +42.8% | +5.8% | +15.3% |
| 10Y | +224.4% | +121.2% | +103.2% | +123.4% |
| All | +2,883.6% | +1,399.9% | +1,483.6% | +1,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling