+12,141.6%
VRTX vs FITB
+1,946.0%
+10,195.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.2% |
| 7D | -0.4% | -1.1% | +0.7% | -0.2% |
| 30D | +8.0% | +7.3% | +0.7% | +6.4% |
| 3M | +11.0% | -4.0% | +15.0% | +11.9% |
| 6M | +28.2% | +11.9% | +16.3% | +25.0% |
| YTD | +21.5% | +19.0% | +2.5% | +16.6% |
| 1Y | +34.5% | +31.0% | +3.5% | +26.6% |
| 3Y | +49.5% | +143.8% | -94.3% | +22.2% |
| 5Y | +188.3% | +48.9% | +139.4% | +154.7% |
| 10Y | +493.1% | +236.6% | +256.5% | +310.1% |
| All | +12,141.6% | +1,946.0% | +10,195.6% | +5,351.3% |
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 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