+21.9%
FIX vs VMC
-2.2%
+24.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.1% | +5.3% |
| 7D | +6.4% | -4.3% | +10.7% | +7.9% |
| 30D | -29.1% | +16.2% | -45.3% | -33.0% |
| 3M | -31.1% | -0.8% | -30.3% | -30.4% |
| 6M | -42.8% | +1.2% | -44.0% | -43.6% |
| YTD | +24.6% | +0.5% | +24.2% | +12.3% |
| 1Y | +21.9% | -2.9% | +24.8% | +16.3% |
| All | +21.9% | -2.2% | +24.2% | +16.3% |
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