+13.8%
FIX vs VTV
+24.5%
-10.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | -13.9% | 0.0% | -14.0% | -13.9% |
| 30D | -35.5% | +3.2% | -38.8% | -40.0% |
| 3M | -33.9% | +1.7% | -35.6% | -36.4% |
| 6M | -43.3% | +11.0% | -54.3% | -56.0% |
| YTD | +18.7% | +21.0% | -2.4% | -22.7% |
| 1Y | +13.8% | +24.3% | -10.5% | -29.5% |
| All | +13.8% | +24.5% | -10.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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