+3,553.2%
FIX vs VFC
-48.6%
+3,601.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.4% |
| 7D | +9.4% | +1.6% | +7.8% | +8.9% |
| 30D | -27.8% | +25.5% | -53.3% | -32.8% |
| 3M | -35.6% | +41.3% | -76.8% | -42.4% |
| 6M | -45.2% | +22.2% | -67.4% | -49.4% |
| YTD | +19.5% | +16.4% | +3.1% | +11.1% |
| 1Y | +24.2% | +38.4% | -14.2% | +9.2% |
| 3Y | +494.2% | +56.2% | +437.9% | +332.1% |
| 5Y | +1,036.1% | -68.2% | +1,104.3% | +1,550.2% |
| All | +3,553.2% | -48.6% | +3,601.8% | +4,116.2% |
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