+327.8%
VWO vs FITB
+138.8%
+189.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +0.9% | +2.8% | -1.9% | +0.2% |
| 30D | +1.3% | -4.5% | +5.8% | +2.3% |
| 3M | +5.1% | +5.7% | -0.6% | +3.5% |
| 6M | +12.5% | +17.1% | -4.6% | +8.0% |
| YTD | +14.0% | +18.3% | -4.3% | +8.9% |
| 1Y | +19.7% | +23.9% | -4.2% | +12.8% |
| 3Y | +66.8% | +131.1% | -64.3% | +32.8% |
| 5Y | +36.2% | +71.1% | -34.9% | +14.0% |
| 10Y | +111.0% | +283.9% | -172.8% | +35.1% |
| All | +327.8% | +138.8% | +189.1% | +216.2% |
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 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