+2,896.1%
FITB vs VSH
+1,674.8%
+1,221.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.5% |
| 7D | +0.6% | +4.1% | -3.5% | -0.6% |
| 30D | -4.7% | -4.2% | -0.6% | -4.0% |
| 3M | +6.7% | -50.0% | +56.7% | +25.7% |
| 6M | +12.6% | +80.2% | -67.6% | -11.6% |
| YTD | +19.1% | +121.1% | -102.0% | -12.5% |
| 1Y | +22.6% | +112.0% | -89.4% | -9.5% |
| 3Y | +127.1% | +22.5% | +104.6% | +90.2% |
| 5Y | +71.8% | +64.0% | +7.8% | +31.0% |
| 10Y | +287.2% | +170.4% | +116.8% | +157.6% |
| All | +2,896.1% | +1,674.8% | +1,221.3% | +1,071.5% |
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 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