+3,644.4%
FIX vs VFC
-46.8%
+3,691.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -13.9% | +3.5% | -17.4% | -14.9% |
| 30D | -35.5% | +38.3% | -73.8% | -41.9% |
| 3M | -33.9% | +40.2% | -74.1% | -40.8% |
| 6M | -43.3% | +10.6% | -53.9% | -46.1% |
| YTD | +18.7% | +16.7% | +1.9% | +10.3% |
| 1Y | +13.8% | +45.0% | -31.2% | -1.4% |
| 3Y | +495.0% | +48.8% | +446.2% | +341.1% |
| 5Y | +1,049.0% | -67.6% | +1,116.6% | +1,554.1% |
| 10Y | +3,644.4% | -47.5% | +3,692.0% | +4,196.6% |
| All | +3,644.4% | -46.8% | +3,691.2% | +4,196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling