+770.7%
FITB vs VT
+345.0%
+425.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.8% |
| 7D | -1.8% | -4.2% | +2.4% | +4.4% |
| 30D | +4.8% | -5.8% | +10.6% | +14.3% |
| 3M | -6.4% | -5.2% | -1.2% | +1.0% |
| 6M | +7.9% | +0.1% | +7.8% | +6.3% |
| YTD | +17.0% | +8.2% | +8.8% | +2.0% |
| 1Y | +29.9% | +10.1% | +19.8% | +10.2% |
| 3Y | +124.8% | +69.7% | +55.2% | -2.3% |
| 5Y | +46.4% | +53.4% | -7.0% | -25.2% |
| 10Y | +258.1% | +219.2% | +38.9% | -38.3% |
| All | +770.7% | +345.0% | +425.7% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling