+284.0%
FITB vs VTEB
+17.9%
+266.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | +0.5% |
| 30D | -5.7% | -2.5% | -3.2% | -3.7% |
| 3M | +3.2% | -3.0% | +6.1% | +5.8% |
| 6M | +23.4% | -2.1% | +25.5% | +25.7% |
| YTD | +18.8% | -1.5% | +20.3% | +20.3% |
| 1Y | +25.0% | +0.2% | +24.8% | +24.9% |
| 3Y | +131.2% | +8.6% | +122.6% | +115.3% |
| 5Y | +70.7% | +1.2% | +69.5% | +68.1% |
| All | +284.0% | +17.9% | +266.2% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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