+284.0%
FITB vs VTRS
-48.4%
+332.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.3% | -2.2% | +1.9% | +0.6% |
| 30D | -5.7% | +3.3% | -9.0% | -6.9% |
| 3M | +3.2% | +2.0% | +1.2% | +2.0% |
| 6M | +23.4% | +19.9% | +3.5% | +14.1% |
| YTD | +18.8% | +35.7% | -16.9% | +4.1% |
| 1Y | +25.0% | +68.1% | -43.1% | +0.2% |
| 3Y | +131.2% | +87.1% | +44.1% | +71.1% |
| 5Y | +70.7% | +47.6% | +23.0% | +34.7% |
| All | +284.0% | -48.4% | +332.4% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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