+76.9%
VUG vs FITB
+142.3%
-65.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -8.9% | +7.0% | -15.9% | -10.6% |
| 3M | -5.9% | -4.4% | -1.6% | -4.8% |
| 6M | -3.3% | +11.6% | -14.8% | -6.7% |
| YTD | +3.4% | +18.6% | -15.2% | -2.7% |
| 1Y | +1.9% | +29.8% | -27.9% | -7.0% |
| 3Y | +76.9% | +140.7% | -63.8% | +45.5% |
| All | +76.9% | +142.3% | -65.4% | +45.5% |
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