+14.4%
FIX vs VFC
+52.5%
-38.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.4% | -19.5% | -15.9% |
| 7D | -18.9% | +21.5% | -40.4% | -22.5% |
| 30D | -36.3% | +46.7% | -83.0% | -42.2% |
| 3M | -38.5% | +38.4% | -76.9% | -43.4% |
| 6M | -42.3% | +15.2% | -57.5% | -44.5% |
| YTD | +17.1% | +17.8% | -0.7% | +8.7% |
| 1Y | +14.4% | +55.6% | -41.2% | -2.9% |
| All | +14.4% | +52.5% | -38.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling