+29,966.3%
FIX vs VO
+827.2%
+29,139.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.3% |
| 30D | -7.2% | -0.3% | -6.9% | -6.8% |
| 3M | -15.9% | +2.9% | -18.8% | -18.1% |
| 6M | +12.7% | +9.3% | +3.4% | +3.3% |
| YTD | +72.8% | +14.2% | +58.6% | +50.8% |
| 1Y | +122.9% | +15.3% | +107.6% | +93.6% |
| 3Y | +774.3% | +56.2% | +718.1% | +462.7% |
| 5Y | +2,049.5% | +42.4% | +2,007.0% | +1,431.0% |
| 10Y | +5,821.5% | +194.7% | +5,626.7% | +1,864.8% |
| All | +29,966.3% | +827.2% | +29,139.1% | +2,863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling