+448.7%
FIX vs VFC
+39.5%
+409.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -17.5% | +11.2% | -28.7% | -19.2% |
| 30D | -41.6% | +41.5% | -83.1% | -45.6% |
| 3M | -40.6% | +38.9% | -79.5% | -44.6% |
| 6M | -49.4% | +6.1% | -55.5% | -50.5% |
| YTD | +9.2% | +14.5% | -5.4% | +4.7% |
| 1Y | +6.5% | +46.0% | -39.5% | -2.6% |
| 3Y | +448.7% | +36.4% | +412.3% | +394.7% |
| All | +448.7% | +39.5% | +409.2% | +394.7% |
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