-44.6%
VG vs FITB
+33.4%
-77.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +14.0% | +2.8% | +11.2% | +13.0% |
| 30D | -1.0% | +9.8% | -10.8% | -4.2% |
| 3M | -2.7% | -5.2% | +2.5% | -1.0% |
| 6M | +1.5% | +17.3% | -15.8% | -7.0% |
| YTD | +93.7% | +19.3% | +74.4% | +68.7% |
| 1Y | +68.5% | +32.7% | +35.8% | +31.5% |
| All | -44.6% | +33.4% | -77.9% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling