-38.5%
FIX vs VG
-5.7%
-32.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -7.7% | -7.4% | -13.8% |
| 7D | -18.9% | -16.4% | -2.5% | -17.4% |
| 30D | -36.3% | -10.8% | -25.5% | -34.6% |
| 3M | -38.5% | -6.3% | -32.2% | -36.8% |
| All | -38.5% | -5.7% | -32.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3mo: compounded portfolio wealth divided by compounded VG 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…
3mo analysis · Full analysis span regression · Available span rolling