+619.5%
VRT vs FIX
+782.4%
-162.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +2.7% |
| 7D | +9.1% | +6.0% | +3.1% | +3.9% |
| 30D | +0.9% | -7.2% | +8.2% | +7.2% |
| 3M | -13.4% | -15.9% | +2.5% | +0.1% |
| 6M | +11.7% | +12.7% | -1.1% | +0.4% |
| YTD | +73.2% | +72.8% | +0.4% | +8.5% |
| 1Y | +123.4% | +122.9% | +0.5% | +9.8% |
| All | +619.5% | +782.4% | -162.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling