+474.5%
VRTX vs FITB
+231.2%
+243.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +7.4% | +7.0% | +0.4% | +6.1% |
| 3M | +4.6% | -4.4% | +8.9% | +5.3% |
| 6M | +27.5% | +11.6% | +15.9% | +24.7% |
| YTD | +20.9% | +18.6% | +2.2% | +16.6% |
| 1Y | +30.1% | +29.8% | +0.2% | +23.4% |
| 3Y | +46.6% | +140.7% | -94.1% | +23.0% |
| 5Y | +191.6% | +48.6% | +143.0% | +162.1% |
| 10Y | +474.5% | +224.4% | +250.2% | +325.3% |
| All | +474.5% | +231.2% | +243.3% | +325.3% |
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