-50.2%
VG vs FITB
+33.0%
-83.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +1.6% |
| 7D | -8.3% | -1.1% | -7.2% | -8.0% |
| 30D | -10.3% | +7.3% | -17.7% | -12.6% |
| 3M | -10.8% | -4.0% | -6.8% | -9.6% |
| 6M | +3.5% | +11.9% | -8.4% | -3.0% |
| YTD | +74.0% | +19.0% | +55.0% | +51.6% |
| 1Y | +48.9% | +31.0% | +17.9% | +17.6% |
| All | -50.2% | +33.0% | -83.2% | -68.7% |
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