+348.0%
VT vs FITB
+794.1%
-446.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.6% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | -5.8% | +4.8% | -10.6% | -6.7% |
| 3M | -5.2% | -6.4% | +1.2% | -4.0% |
| 6M | +0.1% | +7.9% | -7.8% | -1.7% |
| YTD | +8.2% | +17.0% | -8.8% | +4.2% |
| 1Y | +10.1% | +29.9% | -19.8% | +3.7% |
| 3Y | +69.7% | +124.8% | -55.2% | +41.2% |
| 5Y | +53.4% | +46.4% | +7.0% | +37.3% |
| 10Y | +219.2% | +258.1% | -38.9% | +128.3% |
| All | +348.0% | +794.1% | -446.1% | +154.4% |
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