+30.2%
VRTX vs FITB
+36.9%
-6.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +2.0% | +3.1% |
| 7D | +3.7% | +2.3% | +1.3% | +3.2% |
| 30D | +9.0% | +7.7% | +1.3% | +7.5% |
| 3M | +14.7% | -4.5% | +19.2% | +15.3% |
| 6M | +27.7% | +12.5% | +15.2% | +24.8% |
| YTD | +21.1% | +19.8% | +1.3% | +12.8% |
| 1Y | +30.2% | +34.1% | -3.9% | +13.7% |
| All | +30.2% | +36.9% | -6.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling