+223.0%
VT vs FITB
+286.6%
-63.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +1.0% | -4.7% | +5.7% | +2.4% |
| 3M | +2.4% | +6.7% | -4.3% | +0.1% |
| 6M | +12.0% | +12.6% | -0.5% | +7.5% |
| YTD | +15.3% | +19.1% | -3.8% | +8.4% |
| 1Y | +22.6% | +22.6% | -0.1% | +13.9% |
| 3Y | +74.7% | +127.1% | -52.4% | +31.2% |
| 5Y | +66.1% | +71.8% | -5.7% | +33.1% |
| All | +223.0% | +286.6% | -63.6% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling