+1,002.6%
VST vs FITB
+268.8%
+733.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +10.8% |
| 7D | -9.8% | -1.5% | -8.3% | -9.4% |
| 30D | -25.1% | +5.8% | -31.0% | -26.8% |
| 3M | -11.6% | -6.1% | -5.5% | -9.8% |
| 6M | -20.9% | +5.9% | -26.9% | -23.0% |
| YTD | -22.3% | +16.1% | -38.4% | -27.5% |
| 1Y | -32.0% | +28.8% | -60.8% | -39.0% |
| 3Y | +262.4% | +126.0% | +136.4% | +162.1% |
| 5Y | +563.4% | +45.3% | +518.1% | +443.8% |
| 10Y | +1,120.7% | +255.4% | +865.3% | +556.9% |
| All | +1,002.6% | +268.8% | +733.8% | +489.8% |
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