+948.1%
FIX vs VMC
+42.5%
+905.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +6.1% |
| 7D | -17.5% | +0.5% | -18.0% | -18.3% |
| 30D | -41.6% | +15.8% | -57.4% | -48.1% |
| 3M | -40.6% | +0.6% | -41.2% | -41.7% |
| 6M | -49.4% | -4.0% | -45.3% | -49.3% |
| YTD | +9.2% | -0.3% | +9.5% | +4.6% |
| 1Y | +6.5% | -0.5% | +7.0% | +2.6% |
| 3Y | +448.7% | +39.6% | +409.2% | +310.9% |
| All | +948.1% | +42.5% | +905.6% | +636.8% |
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