-34.9%
VST vs FITB
+36.9%
-71.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.5% | -15.3% | -13.9% |
| 7D | -15.7% | +2.3% | -18.1% | -15.9% |
| 30D | -17.0% | +7.7% | -24.7% | -17.8% |
| 3M | -15.9% | -4.5% | -11.4% | -15.5% |
| 6M | -25.0% | +12.5% | -37.5% | -26.7% |
| YTD | -25.1% | +19.8% | -44.9% | -28.4% |
| 1Y | -34.9% | +34.1% | -69.0% | -37.8% |
| All | -34.9% | +36.9% | -71.7% | -37.8% |
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