+142.4%
FITB vs VYM
+487.3%
-344.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.4% |
| 7D | -0.4% | -1.0% | +0.6% | +1.5% |
| 30D | -5.1% | -2.0% | -3.1% | -1.2% |
| 3M | +3.5% | +3.1% | +0.5% | -2.4% |
| 6M | +17.2% | +8.9% | +8.3% | -0.6% |
| YTD | +17.6% | +14.7% | +2.9% | -10.0% |
| 1Y | +23.4% | +19.4% | +3.9% | -12.6% |
| 3Y | +129.7% | +65.4% | +64.3% | -13.7% |
| 5Y | +68.4% | +77.6% | -9.1% | -43.9% |
| 10Y | +285.6% | +207.8% | +77.9% | -56.5% |
| All | +142.4% | +487.3% | -344.9% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling