+14.5%
FIX vs VMC
+1.3%
+13.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.7% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -35.1% | +18.3% | -53.5% | -39.1% |
| 3M | -34.3% | +1.9% | -36.1% | -34.2% |
| 6M | -42.9% | +2.4% | -45.3% | -43.8% |
| YTD | +19.5% | +2.1% | +17.4% | +7.4% |
| All | +14.5% | +1.3% | +13.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling