+33.8%
VRTX vs FITB
+23.3%
+10.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.4% | +2.8% | -6.3% | -3.8% |
| 30D | +6.6% | -4.5% | +11.1% | +7.3% |
| 3M | +19.4% | +5.7% | +13.7% | +18.2% |
| 6M | +15.8% | +17.1% | -1.3% | +12.7% |
| YTD | +16.7% | +18.3% | -1.7% | +11.8% |
| 1Y | +33.8% | +23.9% | +9.9% | +24.9% |
| All | +33.8% | +23.3% | +10.5% | +24.9% |
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 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