+273.9%
FRAF vs VT
+224.5%
+49.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +1.9% | +1.0% | +0.9% | +1.4% |
| 3M | +11.4% | +2.4% | +9.0% | +9.7% |
| 6M | +24.0% | +12.0% | +12.0% | +16.1% |
| YTD | +30.4% | +15.3% | +15.1% | +20.1% |
| 1Y | +40.2% | +22.6% | +17.6% | +24.8% |
| 3Y | +146.0% | +74.7% | +71.3% | +77.8% |
| 5Y | +147.0% | +66.1% | +80.8% | +82.7% |
| All | +273.9% | +224.5% | +49.4% | +92.2% |
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