+2,010.2%
VRT vs FIX
+2,050.5%
-40.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +3.4% |
| 7D | +18.6% | +17.0% | +1.6% | +7.1% |
| 30D | -11.7% | -30.6% | +18.9% | +12.1% |
| 3M | -27.3% | -35.0% | +7.8% | -4.0% |
| 6M | -42.9% | -44.0% | +1.1% | -16.7% |
| YTD | +29.5% | +21.1% | +8.3% | +18.1% |
| 1Y | +21.0% | +16.3% | +4.8% | +13.3% |
| 3Y | +403.1% | +507.4% | -104.3% | +102.4% |
| 5Y | +688.8% | +1,052.1% | -363.2% | +143.2% |
| All | +2,010.2% | +2,050.5% | -40.3% | +376.3% |
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