+2,723.0%
VRT vs FIX
+2,967.1%
-244.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.4% | +3.1% |
| 7D | +9.1% | +6.0% | +3.1% | +5.2% |
| 30D | +0.9% | -7.2% | +8.2% | +5.8% |
| 3M | -13.4% | -15.9% | +2.5% | -2.8% |
| 6M | +11.7% | +12.7% | -1.1% | +4.7% |
| YTD | +73.2% | +72.8% | +0.4% | +25.4% |
| 1Y | +123.4% | +122.9% | +0.5% | +37.6% |
| 3Y | +606.2% | +774.3% | -168.2% | +124.1% |
| 5Y | +899.9% | +2,049.5% | -1,149.6% | +126.8% |
| All | +2,723.0% | +2,967.1% | -244.1% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling