+78.2%
FITB vs VSXY
+42.7%
+35.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.3% |
| 7D | +2.8% | -6.8% | +9.6% | +3.8% |
| 30D | -4.5% | -20.4% | +15.8% | -1.0% |
| 3M | +5.7% | +2.9% | +2.8% | +4.2% |
| 6M | +17.1% | +67.9% | -50.8% | +2.9% |
| YTD | +18.3% | +44.9% | -26.5% | +6.5% |
| 1Y | +23.9% | +205.9% | -182.0% | -4.7% |
| 3Y | +131.1% | +373.9% | -242.8% | +46.8% |
| 5Y | +71.1% | +23.5% | +47.6% | +37.1% |
| All | +78.2% | +42.7% | +35.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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