+476.5%
V vs FIX
+3,612.7%
-3,136.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | -0.4% | +16.9% | -17.3% | -3.1% |
| 30D | +6.3% | -30.6% | +37.0% | +12.2% |
| 3M | +17.2% | -35.1% | +52.2% | +24.5% |
| 6M | +29.2% | -44.0% | +73.2% | +39.7% |
| YTD | +20.8% | +21.0% | -0.3% | +9.2% |
| 1Y | +25.0% | +16.2% | +8.8% | +13.6% |
| 3Y | +75.3% | +506.9% | -431.6% | -4.2% |
| 5Y | +105.8% | +1,051.1% | -945.2% | -10.3% |
| All | +476.5% | +3,612.7% | -3,136.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling