+66.7%
FITB vs VTR
+87.5%
-20.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -5.7% | +1.1% | -6.8% | -6.1% |
| 3M | +3.2% | +7.9% | -4.7% | -0.5% |
| 6M | +23.4% | +6.2% | +17.2% | +19.3% |
| YTD | +18.8% | +17.7% | +1.1% | +9.7% |
| 1Y | +25.0% | +32.9% | -7.9% | +8.8% |
| 3Y | +131.2% | +129.7% | +1.5% | +50.2% |
| All | +66.7% | +87.5% | -20.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling