+2,900.6%
FITB vs VSH
+1,390.4%
+1,510.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.3% |
| 7D | +2.8% | +14.3% | -11.6% | -1.5% |
| 30D | +9.8% | -7.9% | +17.6% | +10.5% |
| 3M | -5.2% | -19.9% | +14.7% | -1.6% |
| 6M | +17.3% | -30.5% | +47.8% | +21.2% |
| YTD | +19.3% | +85.7% | -66.4% | -10.0% |
| 1Y | +32.7% | +98.9% | -66.2% | -2.1% |
| 3Y | +141.6% | +32.1% | +109.5% | +92.7% |
| 5Y | +48.9% | +39.7% | +9.2% | +16.0% |
| 10Y | +216.5% | +117.6% | +98.9% | +118.5% |
| All | +2,900.6% | +1,390.4% | +1,510.2% | +1,104.0% |
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