+1,216.9%
VST vs FIX
+5,736.6%
-4,519.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.7% |
| 7D | +8.9% | +6.0% | +2.9% | +6.1% |
| 30D | +6.2% | -7.2% | +13.4% | +9.4% |
| 3M | -2.7% | -15.9% | +13.1% | +3.8% |
| 6M | -8.4% | +12.7% | -21.1% | -15.2% |
| YTD | -7.2% | +72.8% | -80.0% | -29.7% |
| 1Y | -20.9% | +122.9% | -143.8% | -46.9% |
| 3Y | +384.0% | +774.3% | -390.3% | +99.8% |
| 5Y | +757.1% | +2,049.5% | -1,292.4% | +160.3% |
| All | +1,216.9% | +5,736.6% | -4,519.7% | +201.9% |
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