+2,185.6%
FIX vs VTV
+80.5%
+2,105.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.6% |
| 7D | +6.1% | +0.3% | +5.8% | +5.5% |
| 30D | -2.7% | +0.1% | -2.8% | -3.0% |
| 3M | -10.9% | +6.2% | -17.1% | -18.8% |
| 6M | +29.0% | +13.5% | +15.5% | +7.0% |
| YTD | +76.9% | +18.9% | +58.0% | +37.4% |
| 1Y | +130.7% | +25.8% | +105.0% | +65.4% |
| 3Y | +790.7% | +68.7% | +721.9% | +336.1% |
| 5Y | +2,185.6% | +80.3% | +2,105.2% | +923.4% |
| All | +2,185.6% | +80.5% | +2,105.1% | +923.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling