+284.0%
FITB vs VYM
+209.2%
+74.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.6% |
| 7D | -0.3% | -0.8% | +0.5% | +1.0% |
| 30D | -5.7% | -2.2% | -3.4% | -2.0% |
| 3M | +3.2% | +3.1% | +0.1% | -1.8% |
| 6M | +23.4% | +9.7% | +13.7% | +6.1% |
| YTD | +18.8% | +14.9% | +3.9% | -5.3% |
| 1Y | +25.0% | +17.6% | +7.4% | -4.0% |
| 3Y | +131.2% | +65.3% | +65.9% | +2.3% |
| 5Y | +70.7% | +78.7% | -8.0% | -31.6% |
| All | +284.0% | +209.2% | +74.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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