+908.7%
VZ vs FITB
+2,780.8%
-1,872.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | +2.1% | -1.5% | +3.7% | +2.4% |
| 30D | +1.4% | +5.8% | -4.5% | +0.5% |
| 3M | -1.3% | -6.1% | +4.9% | -0.4% |
| 6M | -0.5% | +5.9% | -6.5% | -1.6% |
| YTD | +19.6% | +16.1% | +3.5% | +16.5% |
| 1Y | +22.4% | +28.8% | -6.5% | +17.2% |
| 3Y | +55.9% | +126.0% | -70.1% | +35.5% |
| 5Y | +20.4% | +45.3% | -24.9% | +10.1% |
| 10Y | +66.9% | +255.4% | -188.5% | +26.4% |
| All | +908.7% | +2,780.8% | -1,872.0% | +322.5% |
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 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