+130.0%
FITB vs VTR
+134.0%
-4.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -5.5% | +4.0% | -9.5% | -6.6% |
| 3M | +4.1% | +7.8% | -3.7% | +1.2% |
| 6M | +18.7% | +6.4% | +12.4% | +15.6% |
| YTD | +18.2% | +18.3% | -0.2% | +10.9% |
| 1Y | +23.7% | +33.9% | -10.3% | +10.4% |
| All | +130.0% | +134.0% | -4.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling