+495.0%
FIX vs VMC
+39.7%
+455.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.2% |
| 7D | -13.9% | +1.1% | -15.1% | -14.8% |
| 30D | -35.5% | +17.7% | -53.2% | -43.3% |
| 3M | -33.9% | +1.1% | -35.0% | -35.0% |
| 6M | -43.3% | +1.8% | -45.1% | -45.7% |
| YTD | +18.7% | +1.5% | +17.2% | +11.4% |
| 1Y | +13.8% | -1.1% | +14.9% | +10.1% |
| 3Y | +495.0% | +38.8% | +456.2% | +297.6% |
| All | +495.0% | +39.7% | +455.2% | +297.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling