+1,049.0%
FIX vs VFC
-67.2%
+1,116.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -13.9% | +3.5% | -17.4% | -14.6% |
| 30D | -35.5% | +38.3% | -73.8% | -39.8% |
| 3M | -33.9% | +40.2% | -74.1% | -38.6% |
| 6M | -43.3% | +10.6% | -53.9% | -45.1% |
| YTD | +18.7% | +16.7% | +1.9% | +13.3% |
| 1Y | +13.8% | +45.0% | -31.2% | +4.0% |
| 3Y | +495.0% | +48.8% | +446.2% | +406.7% |
| 5Y | +1,049.0% | -67.6% | +1,116.6% | +1,482.2% |
| All | +1,049.0% | -67.2% | +1,116.3% | +1,482.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling