+1,027.6%
FIX vs VMC
+42.8%
+984.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +9.4% | -1.3% | +10.7% | +10.5% |
| 30D | -27.8% | +15.5% | -43.2% | -35.7% |
| 3M | -35.6% | +0.6% | -36.1% | -36.7% |
| 6M | -45.2% | +2.1% | -47.3% | -47.9% |
| YTD | +19.5% | -1.6% | +21.0% | +15.6% |
| 1Y | +24.2% | -1.2% | +25.4% | +20.1% |
| 3Y | +494.2% | +35.3% | +458.8% | +354.7% |
| All | +1,027.6% | +42.8% | +984.7% | +693.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling