+305.2%
FRAF vs VT
+217.6%
+87.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +12.7% | -3.1% | +15.7% | +14.5% |
| 3M | +14.1% | -3.5% | +17.6% | +16.3% |
| 6M | +21.2% | +0.5% | +20.7% | +20.5% |
| YTD | +43.1% | +10.8% | +32.3% | +34.5% |
| 1Y | +52.4% | +11.9% | +40.5% | +42.4% |
| 3Y | +127.8% | +73.0% | +54.8% | +64.8% |
| 5Y | +160.8% | +58.6% | +102.2% | +97.6% |
| 10Y | +305.2% | +219.2% | +86.0% | +111.2% |
| All | +305.2% | +217.6% | +87.6% | +111.2% |
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