+304.7%
VTI vs FIX
+6,053.2%
-5,748.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.1% |
| 7D | +0.6% | +6.1% | -5.4% | -0.8% |
| 30D | -1.1% | -2.7% | +1.6% | -0.7% |
| 3M | +3.9% | -10.9% | +14.8% | +5.5% |
| 6M | +14.6% | +29.0% | -14.4% | +5.3% |
| YTD | +13.3% | +76.9% | -63.6% | -4.6% |
| 1Y | +19.2% | +130.7% | -111.6% | -7.4% |
| 3Y | +77.4% | +790.7% | -713.3% | -11.9% |
| 5Y | +74.0% | +2,185.6% | -2,111.5% | -36.0% |
| All | +304.7% | +6,053.2% | -5,748.6% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling