+456.3%
VRTX vs FITB
+282.4%
+173.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | -0.5% | -5.1% | +4.6% | +0.4% |
| 3M | +16.9% | +3.5% | +13.4% | +16.0% |
| 6M | +13.1% | +17.2% | -4.1% | +9.5% |
| YTD | +14.9% | +17.6% | -2.7% | +10.9% |
| 1Y | +31.4% | +23.4% | +8.1% | +25.5% |
| 3Y | +51.9% | +129.7% | -77.8% | +27.4% |
| 5Y | +177.1% | +68.4% | +108.6% | +141.6% |
| 10Y | +456.3% | +285.6% | +170.6% | +206.2% |
| All | +456.3% | +282.4% | +173.9% | +206.2% |
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