+3,553.2%
FIX vs VMC
+125.2%
+3,428.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +9.4% | -1.3% | +10.7% | +10.3% |
| 30D | -27.8% | +15.5% | -43.2% | -34.2% |
| 3M | -35.6% | +0.6% | -36.1% | -36.5% |
| 6M | -45.2% | +2.1% | -47.3% | -47.2% |
| YTD | +19.5% | -1.6% | +21.0% | +17.2% |
| 1Y | +24.2% | -1.2% | +25.4% | +21.7% |
| 3Y | +494.2% | +35.3% | +458.8% | +394.3% |
| 5Y | +1,036.1% | +43.6% | +992.5% | +804.3% |
| All | +3,553.2% | +125.2% | +3,428.0% | +2,127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling