+5,831.7%
FIX vs VMC
+153.4%
+5,678.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | +6.0% | -4.3% | +10.4% | +8.6% |
| 30D | -7.2% | -8.2% | +1.0% | -2.8% |
| 3M | -15.9% | -7.0% | -8.8% | -13.4% |
| 6M | +12.7% | -10.8% | +23.5% | +18.9% |
| YTD | +72.8% | -7.4% | +80.2% | +77.2% |
| 1Y | +122.9% | -9.5% | +132.4% | +132.2% |
| 3Y | +774.3% | +20.5% | +753.9% | +684.7% |
| 5Y | +2,049.5% | +51.6% | +1,997.9% | +1,598.0% |
| All | +5,831.7% | +153.4% | +5,678.3% | +3,573.7% |
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