+444.2%
V vs FITB
+247.7%
+196.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.0% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | +9.5% | +7.3% | +2.2% | +6.9% |
| 3M | +16.7% | -4.0% | +20.7% | +18.2% |
| 6M | +32.9% | +11.9% | +21.0% | +27.5% |
| YTD | +21.1% | +19.0% | +2.1% | +13.2% |
| 1Y | +26.6% | +31.0% | -4.4% | +14.4% |
| 3Y | +78.4% | +143.8% | -65.4% | +27.2% |
| 5Y | +105.5% | +48.9% | +56.6% | +70.0% |
| 10Y | +444.2% | +236.6% | +207.6% | +237.3% |
| All | +444.2% | +247.7% | +196.6% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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