+567.3%
VRT vs FIX
+933.9%
-366.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -2.0% | -1.2% |
| 7D | -21.4% | -17.5% | -3.9% | -7.2% |
| 30D | -25.8% | -41.6% | +15.8% | +16.9% |
| 3M | -33.5% | -40.6% | +7.1% | +2.7% |
| 6M | -49.0% | -49.4% | +0.3% | -9.6% |
| YTD | +12.9% | +9.2% | +3.8% | +2.9% |
| 1Y | 0.0% | +6.5% | -6.4% | -7.0% |
| 3Y | +361.8% | +448.7% | -86.9% | +2.9% |
| All | +567.3% | +933.9% | -366.6% | -26.1% |
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