+290.3%
VST vs FITB
+142.3%
+148.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -6.0% | +0.5% | -6.5% | -6.2% |
| 30D | -18.8% | +7.0% | -25.8% | -20.9% |
| 3M | -8.0% | -4.4% | -3.7% | -6.7% |
| 6M | -10.9% | +11.6% | -22.5% | -15.3% |
| YTD | -18.3% | +18.6% | -36.9% | -25.3% |
| 1Y | -29.9% | +29.8% | -59.8% | -38.6% |
| 3Y | +290.3% | +140.7% | +149.6% | +193.0% |
| All | +290.3% | +142.3% | +148.0% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling