-2.1%
FIX vs VT
+10.7%
-12.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.5% | -2.0% |
| 7D | -27.2% | -4.2% | -23.1% | -19.4% |
| 30D | -46.9% | -5.8% | -41.1% | -38.5% |
| 3M | -44.4% | -5.2% | -39.2% | -36.5% |
| 6M | -50.9% | +0.1% | -51.0% | -50.5% |
| YTD | +3.5% | +8.2% | -4.7% | -14.9% |
| 1Y | -2.1% | +10.1% | -12.2% | -23.0% |
| All | -2.1% | +10.7% | -12.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling