+420.4%
FIX vs VO
+60.4%
+360.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.5% | -8.1% | -4.6% |
| 7D | -27.2% | -3.3% | -23.9% | -21.9% |
| 30D | -46.9% | -1.8% | -45.1% | -44.7% |
| 3M | -44.4% | -3.4% | -41.1% | -40.1% |
| 6M | -50.9% | +3.0% | -53.9% | -53.0% |
| YTD | +3.5% | +10.7% | -7.2% | -12.9% |
| 1Y | -2.1% | +11.8% | -13.9% | -18.7% |
| All | +420.4% | +60.4% | +360.0% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling