+7,433.0%
FIX vs VMC
+1,559.3%
+5,873.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.5% | -9.6% |
| 7D | -27.2% | +1.9% | -29.1% | -28.2% |
| 30D | -46.9% | +14.7% | -61.7% | -50.8% |
| 3M | -44.4% | -0.3% | -44.2% | -44.9% |
| 6M | -50.9% | -1.7% | -49.2% | -51.5% |
| YTD | +3.5% | +0.7% | +2.9% | +0.9% |
| 1Y | -2.1% | +0.9% | -3.0% | -4.5% |
| 3Y | +418.7% | +40.5% | +378.2% | +337.4% |
| 5Y | +894.6% | +51.5% | +843.0% | +705.4% |
| 10Y | +3,465.5% | +166.5% | +3,299.0% | +2,008.5% |
| All | +7,433.0% | +1,559.3% | +5,873.7% | +1,697.4% |
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