+12,471.5%
FIX vs VMC
+1,426.3%
+11,045.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +6.0% | -4.3% | +10.4% | +8.3% |
| 30D | -7.2% | -8.2% | +1.0% | -3.4% |
| 3M | -15.9% | -7.0% | -8.8% | -13.7% |
| 6M | +12.7% | -10.8% | +23.5% | +18.1% |
| YTD | +72.8% | -7.4% | +80.2% | +77.0% |
| 1Y | +122.9% | -9.5% | +132.4% | +131.3% |
| 3Y | +774.3% | +20.5% | +753.9% | +700.1% |
| 5Y | +2,049.5% | +51.6% | +1,997.9% | +1,660.2% |
| 10Y | +5,821.5% | +150.0% | +5,671.4% | +3,532.8% |
| All | +12,471.5% | +1,426.3% | +11,045.1% | +3,052.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling