+379.7%
VRT vs FITB
+144.0%
+235.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +10.5% | +2.8% | +7.8% | +9.2% |
| 30D | -9.3% | +9.8% | -19.1% | -13.2% |
| 3M | -29.6% | -5.2% | -24.4% | -27.9% |
| 6M | -45.4% | +17.3% | -62.7% | -49.6% |
| YTD | +24.8% | +19.3% | +5.5% | +13.5% |
| 1Y | +23.6% | +32.7% | -9.1% | +6.6% |
| 3Y | +379.7% | +141.6% | +238.1% | +252.1% |
| All | +379.7% | +144.0% | +235.7% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling