+1,678.9%
VRT vs FIX
+1,737.9%
-59.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -11.6% | -2.4% | -6.5% |
| 7D | -28.1% | -27.2% | -0.9% | -11.3% |
| 30D | -30.2% | -46.9% | +16.7% | +5.3% |
| 3M | -36.4% | -44.4% | +8.0% | -7.0% |
| 6M | -48.2% | -50.9% | +2.8% | -17.4% |
| YTD | +9.2% | +3.5% | +5.6% | +10.3% |
| 1Y | -7.2% | -2.1% | -5.1% | -2.9% |
| 3Y | +338.7% | +418.7% | -80.0% | +95.6% |
| 5Y | +542.8% | +894.6% | -351.7% | +118.9% |
| All | +1,678.9% | +1,737.9% | -59.0% | +344.6% |
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 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