+4.3%
FR vs VT
+57.5%
-53.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.5% |
| 7D | +0.1% | -0.1% | +0.3% | +0.2% |
| 30D | -7.5% | -3.1% | -4.5% | -5.1% |
| 3M | -12.1% | -3.5% | -8.6% | -9.5% |
| 6M | -11.0% | +0.5% | -11.5% | -11.8% |
| YTD | -1.6% | +10.8% | -12.4% | -10.7% |
| 1Y | +1.3% | +11.9% | -10.6% | -8.9% |
| 3Y | +39.5% | +73.0% | -33.5% | -15.3% |
| 5Y | +4.3% | +58.6% | -54.3% | -34.5% |
| All | +4.3% | +57.5% | -53.2% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling