+2,826.7%
VRT vs FITB
+149.8%
+2,676.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +4.0% |
| 7D | +13.6% | +2.8% | +10.8% | +12.2% |
| 30D | +6.8% | -4.5% | +11.3% | +9.0% |
| 3M | -3.2% | +5.7% | -8.9% | -5.8% |
| 6M | +20.3% | +17.1% | +3.2% | +11.7% |
| YTD | +79.6% | +18.3% | +61.3% | +65.2% |
| 1Y | +139.0% | +23.9% | +115.1% | +114.4% |
| 3Y | +644.6% | +131.1% | +513.5% | +399.3% |
| 5Y | +1,024.4% | +71.1% | +953.3% | +760.2% |
| All | +2,826.7% | +149.8% | +2,676.9% | +1,359.4% |
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