+8,533.7%
FIX vs VMC
+1,572.9%
+6,960.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | -13.9% | +1.1% | -15.1% | -14.6% |
| 30D | -35.5% | +17.7% | -53.2% | -40.9% |
| 3M | -33.9% | +1.1% | -35.0% | -34.9% |
| 6M | -43.3% | +1.8% | -45.1% | -44.9% |
| YTD | +18.7% | +1.5% | +17.2% | +15.3% |
| 1Y | +13.8% | -1.1% | +14.9% | +12.2% |
| 3Y | +495.0% | +38.8% | +456.2% | +404.9% |
| 5Y | +1,049.0% | +49.6% | +999.5% | +837.4% |
| 10Y | +3,644.4% | +130.6% | +3,513.8% | +2,266.7% |
| All | +8,533.7% | +1,572.9% | +6,960.8% | +1,953.0% |
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 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