+12,036.0%
VRTX vs FITB
+1,948.1%
+10,087.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +12.6% | -4.7% | +17.4% | +13.7% |
| 3M | +23.6% | +6.7% | +17.0% | +21.9% |
| 6M | +14.3% | +12.6% | +1.7% | +11.3% |
| YTD | +20.5% | +19.1% | +1.3% | +15.6% |
| 1Y | +37.6% | +22.6% | +14.9% | +31.1% |
| 3Y | +55.5% | +127.1% | -71.6% | +28.8% |
| 5Y | +175.7% | +71.8% | +103.9% | +136.2% |
| 10Y | +474.2% | +287.2% | +187.0% | +286.0% |
| All | +12,036.0% | +1,948.1% | +10,087.9% | +5,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling