+3,800.0%
FIX vs VFC
-44.8%
+3,844.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.6% |
| 7D | -7.2% | +7.7% | -14.9% | -9.3% |
| 30D | -35.1% | +39.2% | -74.3% | -41.6% |
| 3M | -34.3% | +40.3% | -74.5% | -41.1% |
| 6M | -42.9% | +11.4% | -54.3% | -45.8% |
| YTD | +19.5% | +17.5% | +1.9% | +10.8% |
| 1Y | +16.8% | +45.9% | -29.1% | +1.0% |
| 3Y | +506.7% | +47.3% | +459.4% | +351.8% |
| 5Y | +1,046.7% | -67.2% | +1,113.9% | +1,543.7% |
| 10Y | +3,800.0% | -46.1% | +3,846.1% | +4,322.5% |
| All | +3,800.0% | -44.8% | +3,844.8% | +4,322.5% |
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