+78.8%
VZ vs FITB
+128.4%
-49.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +7.9% | -4.7% | +12.6% | +8.5% |
| 3M | +13.6% | +6.7% | +7.0% | +12.7% |
| 6M | +1.1% | +12.6% | -11.5% | -0.4% |
| YTD | +29.3% | +19.1% | +10.2% | +26.0% |
| 1Y | +21.2% | +22.6% | -1.4% | +17.6% |
| All | +78.8% | +128.4% | -49.6% | +49.8% |
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