+298.0%
FRAF vs VT
+215.5%
+82.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -1.1% |
| 30D | +9.4% | -5.0% | +14.3% | +12.4% |
| 3M | +10.7% | -4.9% | +15.6% | +13.7% |
| 6M | +22.0% | -1.5% | +23.5% | +22.6% |
| YTD | +40.9% | +8.5% | +32.4% | +33.9% |
| 1Y | +54.0% | +11.4% | +42.7% | +44.3% |
| 3Y | +131.8% | +70.1% | +61.7% | +69.2% |
| 5Y | +156.4% | +53.7% | +102.6% | +98.1% |
| All | +298.0% | +215.5% | +82.5% | +109.8% |
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