+764.4%
FIX vs VTV
+70.8%
+693.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.4% |
| 7D | +6.0% | +0.5% | +5.5% | +5.0% |
| 30D | -7.2% | +1.1% | -8.3% | -9.2% |
| 3M | -15.9% | +5.9% | -21.7% | -24.0% |
| 6M | +12.7% | +11.6% | +1.1% | -6.7% |
| YTD | +72.8% | +19.8% | +53.0% | +27.1% |
| 1Y | +122.9% | +26.2% | +96.7% | +50.7% |
| All | +764.4% | +70.8% | +693.5% | +320.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling