+346.3%
VRT vs FIX
+420.3%
-73.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -11.6% | -2.4% | -4.0% |
| 7D | -28.1% | -27.2% | -0.9% | -5.5% |
| 30D | -30.2% | -46.9% | +16.7% | +19.7% |
| 3M | -36.4% | -44.4% | +8.0% | +4.2% |
| 6M | -48.2% | -50.9% | +2.8% | -5.3% |
| YTD | +9.2% | +3.5% | +5.6% | +4.2% |
| 1Y | -7.2% | -2.1% | -5.1% | -7.3% |
| All | +346.3% | +420.3% | -73.9% | +27.0% |
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