+567.3%
VRT vs FITB
+44.6%
+522.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.9% |
| 7D | -21.4% | -1.5% | -19.8% | -20.7% |
| 30D | -25.8% | +5.8% | -31.6% | -28.2% |
| 3M | -33.5% | -6.1% | -27.4% | -31.3% |
| 6M | -49.0% | +5.9% | -55.0% | -51.1% |
| YTD | +12.9% | +16.1% | -3.2% | +2.2% |
| 1Y | 0.0% | +28.8% | -28.8% | -14.9% |
| 3Y | +361.8% | +126.0% | +235.8% | +171.9% |
| All | +567.3% | +44.6% | +522.7% | +459.9% |
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