+448.7%
FIX vs VEU
+64.7%
+384.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.1% |
| 7D | -17.5% | -1.6% | -15.8% | -15.4% |
| 30D | -41.6% | -4.3% | -37.2% | -37.0% |
| 3M | -40.6% | -5.8% | -34.7% | -34.2% |
| 6M | -49.4% | -4.4% | -45.0% | -44.8% |
| YTD | +9.2% | +8.7% | +0.5% | -1.7% |
| 1Y | +6.5% | +12.6% | -6.2% | -8.9% |
| 3Y | +448.7% | +65.2% | +383.5% | +158.2% |
| All | +448.7% | +64.7% | +384.0% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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