-50.9%
FIX vs VO
+3.3%
-54.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.5% | -8.1% | -3.0% |
| 7D | -27.2% | -3.3% | -23.9% | -20.5% |
| 30D | -46.9% | -1.8% | -45.1% | -44.0% |
| 3M | -44.4% | -3.4% | -41.1% | -38.5% |
| 6M | -50.9% | +3.0% | -53.9% | -54.2% |
| All | -50.9% | +3.3% | -54.2% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling