+777.0%
FIX vs VFC
-28.0%
+805.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +6.0% | -1.6% | +7.6% | +6.3% |
| 30D | -7.2% | -11.6% | +4.4% | -5.3% |
| 3M | -15.9% | -18.1% | +2.3% | -13.3% |
| 6M | +12.7% | -27.4% | +40.1% | +18.3% |
| YTD | +72.8% | -24.8% | +97.6% | +80.0% |
| 1Y | +122.9% | -8.2% | +131.1% | +123.9% |
| All | +777.0% | -28.0% | +805.0% | +735.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling