+7,433.0%
FIX vs VFC
+340.6%
+7,092.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -10.6% |
| 7D | -27.2% | +10.9% | -38.1% | -30.0% |
| 30D | -46.9% | +40.6% | -87.5% | -53.2% |
| 3M | -44.4% | +34.4% | -78.9% | -50.4% |
| 6M | -50.9% | +12.3% | -63.2% | -54.0% |
| YTD | +3.5% | +14.4% | -10.8% | -4.3% |
| 1Y | -2.1% | +40.6% | -42.7% | -16.3% |
| 3Y | +418.7% | +40.1% | +378.6% | +278.6% |
| 5Y | +894.6% | -67.6% | +962.1% | +1,147.6% |
| 10Y | +3,465.5% | -45.9% | +3,511.4% | +3,366.0% |
| All | +7,433.0% | +340.6% | +7,092.4% | +3,289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling