+1,164.9%
VST vs FITB
+212.2%
+952.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | +6.6% | +2.8% | +3.8% | +5.6% |
| 30D | -12.4% | +9.8% | -22.2% | -15.4% |
| 3M | -9.0% | -5.2% | -3.8% | -7.5% |
| 6M | -6.4% | +17.3% | -23.8% | -12.3% |
| YTD | -17.2% | +19.3% | -36.5% | -23.5% |
| 1Y | -22.0% | +32.7% | -54.7% | -30.9% |
| 3Y | +296.7% | +141.6% | +155.1% | +179.3% |
| 5Y | +637.6% | +48.9% | +588.7% | +498.5% |
| All | +1,164.9% | +212.2% | +952.7% | +565.9% |
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 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