+160.5%
VEA vs FITB
+212.2%
-51.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.3% | +2.8% | -0.5% | +1.5% |
| 30D | +0.2% | +9.8% | -9.6% | -2.5% |
| 3M | -5.3% | -5.2% | -0.2% | -4.0% |
| 6M | -0.9% | +17.3% | -18.2% | -5.8% |
| YTD | +12.2% | +19.3% | -7.1% | +5.8% |
| 1Y | +16.1% | +32.7% | -16.6% | +6.0% |
| 3Y | +73.0% | +141.6% | -68.6% | +29.5% |
| 5Y | +53.7% | +48.9% | +4.9% | +29.8% |
| All | +160.5% | +212.2% | -51.7% | +64.0% |
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