-73.1%
FORR vs VT
+231.8%
-304.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.8% |
| 7D | -22.3% | -0.3% | -22.0% | -22.0% |
| 30D | -16.7% | -1.4% | -15.2% | -15.5% |
| 3M | -20.2% | -1.4% | -18.8% | -19.2% |
| 6M | +50.5% | +5.5% | +45.0% | +41.3% |
| YTD | +15.3% | +12.8% | +2.4% | +0.6% |
| 1Y | +23.5% | +15.4% | +8.1% | +5.3% |
| 3Y | -60.2% | +76.9% | -137.1% | -78.6% |
| 5Y | -83.5% | +60.4% | -143.9% | -90.2% |
| 10Y | -73.1% | +232.8% | -305.9% | -91.8% |
| All | -73.1% | +231.8% | -304.9% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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