+960.3%
VTI vs FIX
+53,112.6%
-52,152.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | 0.0% | -7.2% | +7.3% | +1.4% |
| 3M | +2.0% | -15.9% | +17.8% | +4.8% |
| 6M | +13.0% | +12.7% | +0.2% | +7.9% |
| YTD | +13.9% | +72.8% | -58.8% | -1.7% |
| 1Y | +20.0% | +122.9% | -102.9% | -3.3% |
| 3Y | +75.8% | +774.3% | -698.5% | -2.1% |
| 5Y | +73.8% | +2,049.5% | -1,975.6% | -22.5% |
| 10Y | +297.5% | +5,821.5% | -5,524.0% | +33.7% |
| All | +960.3% | +53,112.6% | -52,152.3% | +105.6% |
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