+244.2%
FITB vs VT
+215.5%
+28.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.1% |
| 7D | -1.5% | -2.3% | +0.8% | +1.5% |
| 30D | +5.8% | -5.0% | +10.8% | +13.1% |
| 3M | -6.1% | -4.9% | -1.2% | +0.2% |
| 6M | +5.9% | -1.5% | +7.5% | +7.0% |
| YTD | +16.1% | +8.5% | +7.6% | +2.0% |
| 1Y | +28.8% | +11.4% | +17.5% | +9.0% |
| 3Y | +126.0% | +70.1% | +56.0% | +3.4% |
| 5Y | +45.3% | +53.7% | -8.4% | -21.7% |
| All | +244.2% | +215.5% | +28.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling