+3,604.4%
FIX vs VMC
+126.5%
+3,477.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.0% |
| 7D | +17.0% | -1.7% | +18.7% | +18.2% |
| 30D | -30.6% | +15.3% | -45.8% | -36.6% |
| 3M | -35.0% | +0.3% | -35.3% | -35.8% |
| 6M | -44.0% | +0.9% | -44.8% | -45.6% |
| YTD | +21.1% | -1.0% | +22.2% | +18.4% |
| 1Y | +16.3% | -4.3% | +20.6% | +16.3% |
| 3Y | +507.4% | +35.3% | +472.1% | +405.1% |
| 5Y | +1,052.1% | +44.4% | +1,007.7% | +814.0% |
| All | +3,604.4% | +126.5% | +3,477.9% | +2,151.2% |
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