-48.2%
VRT vs FIX
-50.5%
+2.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -11.6% | -2.4% | -4.1% |
| 7D | -28.1% | -27.2% | -0.9% | -6.0% |
| 30D | -30.2% | -46.9% | +16.7% | +18.8% |
| 3M | -36.4% | -44.4% | +8.0% | +3.3% |
| 6M | -48.2% | -50.9% | +2.8% | -2.6% |
| All | -48.2% | -50.5% | +2.4% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling