+172.3%
FR vs VT
+214.8%
-42.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +0.9% |
| 7D | -1.9% | -4.2% | +2.2% | +1.9% |
| 30D | -9.0% | -5.8% | -3.2% | -3.9% |
| 3M | -15.3% | -5.2% | -10.0% | -11.0% |
| 6M | -11.2% | +0.1% | -11.4% | -11.9% |
| YTD | -3.5% | +8.2% | -11.7% | -11.2% |
| 1Y | +0.7% | +10.1% | -9.4% | -9.0% |
| 3Y | +34.0% | +69.7% | -35.7% | -20.2% |
| 5Y | +3.9% | +53.4% | -49.5% | -32.1% |
| All | +172.3% | +214.8% | -42.5% | -9.7% |
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