+494.2%
FIX vs VFC
+50.0%
+444.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.0% |
| 7D | +9.4% | +1.6% | +7.8% | +9.1% |
| 30D | -27.8% | +25.5% | -53.3% | -31.1% |
| 3M | -35.6% | +41.3% | -76.8% | -40.1% |
| 6M | -45.2% | +22.2% | -67.4% | -47.9% |
| YTD | +19.5% | +16.4% | +3.1% | +14.2% |
| 1Y | +24.2% | +38.4% | -14.2% | +14.8% |
| 3Y | +494.2% | +56.2% | +437.9% | +427.0% |
| All | +494.2% | +50.0% | +444.2% | +427.0% |
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