+22.3%
VZ vs FITB
+48.8%
-26.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +8.9% | +7.0% | +1.9% | +7.9% |
| 3M | +0.1% | -4.8% | +4.9% | +0.7% |
| 6M | +1.9% | +13.5% | -11.6% | 0.0% |
| YTD | +22.0% | +19.1% | +2.9% | +18.6% |
| 1Y | +22.1% | +30.8% | -8.6% | +17.0% |
| 3Y | +58.7% | +141.6% | -83.0% | +36.5% |
| 5Y | +22.3% | +48.3% | -26.0% | +11.0% |
| All | +22.3% | +48.8% | -26.4% | +11.0% |
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