+1,216.9%
VST vs FITB
+278.4%
+938.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | -8.4% | +12.6% | -20.9% | -12.8% |
| YTD | -7.2% | +19.1% | -26.3% | -13.9% |
| 1Y | -20.9% | +22.6% | -43.5% | -27.7% |
| 3Y | +384.0% | +127.1% | +256.9% | +249.1% |
| 5Y | +757.1% | +71.8% | +685.3% | +557.9% |
| All | +1,216.9% | +278.4% | +938.5% | +599.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling