-39.3%
VG vs FITB
+33.2%
-72.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | +16.0% | -4.7% | +20.7% | +17.9% |
| 3M | +9.7% | +6.7% | +3.0% | +5.5% |
| 6M | +29.6% | +12.6% | +17.0% | +20.7% |
| YTD | +112.0% | +19.1% | +92.9% | +84.9% |
| 1Y | +12.8% | +22.6% | -9.8% | -4.1% |
| All | -39.3% | +33.2% | -72.5% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling