+333.9%
FITB vs VTEB
+26.0%
+308.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -0.4% | -0.7% | +0.3% | +0.1% |
| 30D | -5.1% | -2.1% | -3.1% | -3.8% |
| 3M | +3.5% | -2.7% | +6.2% | +5.4% |
| 6M | +17.2% | -2.1% | +19.3% | +18.9% |
| YTD | +17.6% | -1.1% | +18.8% | +18.6% |
| 1Y | +23.4% | +1.3% | +22.0% | +22.4% |
| 3Y | +129.7% | +9.0% | +120.7% | +116.7% |
| 5Y | +68.4% | +1.5% | +66.9% | +65.6% |
| 10Y | +285.6% | +18.5% | +267.1% | +429.8% |
| All | +333.9% | +26.0% | +308.0% | +728.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling