+76.3%
VUG vs FITB
+71.1%
+5.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.9% | +2.8% | -2.0% | -0.1% |
| 30D | -1.4% | -4.5% | +3.1% | 0.0% |
| 3M | +2.3% | +5.7% | -3.3% | +0.2% |
| 6M | +15.7% | +17.1% | -1.4% | +9.1% |
| YTD | +8.6% | +18.3% | -9.7% | +1.6% |
| 1Y | +14.1% | +23.9% | -9.8% | +4.7% |
| 3Y | +87.9% | +131.1% | -43.2% | +35.8% |
| 5Y | +76.3% | +71.1% | +5.2% | +44.7% |
| All | +76.3% | +71.1% | +5.2% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling