-60.1%
FORR vs VT
+73.6%
-133.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.9% |
| 7D | -20.4% | -1.6% | -18.8% | -19.5% |
| 30D | -14.7% | -2.5% | -12.2% | -13.4% |
| 3M | -15.8% | -1.3% | -14.5% | -15.1% |
| 6M | +50.9% | +3.1% | +47.9% | +47.0% |
| YTD | +17.9% | +10.9% | +6.9% | +8.5% |
| 1Y | +24.6% | +12.1% | +12.5% | +13.7% |
| All | -60.1% | +73.6% | -133.7% | -77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling