+647.0%
VRT vs FIX
+1,049.0%
-402.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +9.4% | +0.2% | +1.5% |
| 7D | -10.6% | -7.2% | -3.4% | -4.6% |
| 30D | -17.4% | -35.1% | +17.7% | +19.0% |
| 3M | -26.4% | -34.3% | +7.9% | +4.3% |
| 6M | -41.0% | -42.9% | +1.9% | -5.6% |
| YTD | +23.8% | +19.5% | +4.4% | +4.5% |
| 1Y | +11.6% | +16.8% | -5.2% | -4.1% |
| 3Y | +403.5% | +506.7% | -103.2% | +3.0% |
| 5Y | +647.0% | +1,046.7% | -399.7% | -23.2% |
| All | +647.0% | +1,049.0% | -402.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling