+171.4%
FR vs VT
+215.5%
-44.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -1.2% | -2.3% | +1.1% | +0.9% |
| 30D | -7.6% | -5.0% | -2.6% | -3.2% |
| 3M | -14.5% | -4.9% | -9.6% | -10.5% |
| 6M | -12.6% | -1.5% | -11.1% | -11.9% |
| YTD | -3.8% | +8.5% | -12.2% | -11.7% |
| 1Y | +0.7% | +11.4% | -10.6% | -9.9% |
| 3Y | +36.5% | +70.1% | -33.6% | -18.8% |
| 5Y | +3.6% | +53.7% | -50.2% | -32.5% |
| All | +171.4% | +215.5% | -44.1% | -10.1% |
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