+433.1%
FITB vs VTR
+1,484.0%
-1,050.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | -2.9% | +2.5% | +0.9% |
| 30D | -5.1% | -2.8% | -2.4% | -4.2% |
| 3M | +3.5% | +9.0% | -5.5% | -0.6% |
| 6M | +17.2% | +5.0% | +12.3% | +13.9% |
| YTD | +17.6% | +16.9% | +0.7% | +9.0% |
| 1Y | +23.4% | +34.3% | -10.9% | +7.3% |
| 3Y | +129.7% | +131.6% | -1.8% | +56.1% |
| 5Y | +68.4% | +88.0% | -19.6% | +23.2% |
| 10Y | +285.6% | +97.8% | +187.9% | +151.4% |
| All | +433.1% | +1,484.0% | -1,050.8% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling