+59.8%
VTI vs FIX
+933.9%
-874.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.1% | -0.7% |
| 7D | -2.6% | -17.5% | +14.9% | +0.7% |
| 30D | -5.0% | -41.6% | +36.6% | +5.0% |
| 3M | -4.3% | -40.6% | +36.3% | +5.0% |
| 6M | +0.6% | -49.4% | +49.9% | +13.1% |
| YTD | +8.9% | +9.2% | -0.3% | +1.8% |
| 1Y | +11.1% | +6.5% | +4.7% | +4.2% |
| 3Y | +74.5% | +448.7% | -374.2% | -4.4% |
| All | +59.8% | +933.9% | -874.1% | -36.1% |
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