+2,105.4%
FIX vs VO
+42.6%
+2,062.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.4% |
| 30D | -7.2% | -0.3% | -6.9% | -6.7% |
| 3M | -15.9% | +2.9% | -18.8% | -18.6% |
| 6M | +12.7% | +9.3% | +3.4% | +1.3% |
| YTD | +72.8% | +14.2% | +58.6% | +46.7% |
| 1Y | +122.9% | +15.3% | +107.6% | +88.0% |
| 3Y | +774.3% | +56.2% | +718.1% | +440.9% |
| All | +2,105.4% | +42.6% | +2,062.8% | +1,423.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling