-32.0%
VST vs FITB
+29.0%
-61.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +10.6% |
| 7D | -9.8% | -1.5% | -8.3% | -9.7% |
| 30D | -25.1% | +5.8% | -31.0% | -25.7% |
| 3M | -11.6% | -6.1% | -5.5% | -11.1% |
| 6M | -20.9% | +5.9% | -26.9% | -22.5% |
| YTD | -22.3% | +16.1% | -38.4% | -25.3% |
| 1Y | -32.0% | +28.8% | -60.8% | -35.0% |
| All | -32.0% | +29.0% | -61.0% | -35.0% |
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