+66.7%
FITB vs VYM
+77.5%
-10.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| YTD | +18.8% | +14.9% | +3.9% | -5.4% |
| 1Y | +25.0% | +17.6% | +7.4% | -4.0% |
| 3Y | +131.2% | +65.3% | +65.9% | +0.7% |
| All | +66.7% | +77.5% | -10.8% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling