+373.4%
VST vs FITB
+128.4%
+245.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +8.9% | +0.6% | +8.3% | +8.7% |
| 30D | +6.2% | -4.7% | +10.9% | +8.0% |
| 3M | -2.7% | +6.7% | -9.4% | -5.5% |
| 6M | -8.4% | +12.6% | -20.9% | -13.0% |
| YTD | -7.2% | +19.1% | -26.3% | -14.7% |
| 1Y | -20.9% | +22.6% | -43.5% | -28.3% |
| All | +373.4% | +128.4% | +245.0% | +250.9% |
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 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