-40.0%
VST vs FIX
+0.4%
-40.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.6% | +5.4% | -0.6% |
| 7D | -19.9% | -27.2% | +7.3% | -7.0% |
| 30D | -29.7% | -46.9% | +17.3% | -6.2% |
| 3M | -19.6% | -44.4% | +24.9% | +4.6% |
| 6M | -29.4% | -50.9% | +21.5% | -4.0% |
| YTD | -29.7% | +3.5% | -33.3% | -36.7% |
| 1Y | -40.0% | -2.1% | -37.9% | -44.7% |
| All | -40.0% | +0.4% | -40.4% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling