+588.9%
VST vs FIX
+933.9%
-345.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +5.4% | +5.1% | +7.5% |
| 7D | -9.8% | -17.5% | +7.6% | +0.5% |
| 30D | -25.1% | -41.6% | +16.4% | +0.2% |
| 3M | -11.6% | -40.6% | +29.0% | +16.2% |
| 6M | -20.9% | -49.4% | +28.5% | +12.0% |
| YTD | -22.3% | +9.2% | -31.5% | -31.2% |
| 1Y | -32.0% | +6.5% | -38.5% | -39.2% |
| 3Y | +262.4% | +448.7% | -186.3% | +53.0% |
| All | +588.9% | +933.9% | -345.0% | +123.0% |
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