+307.3%
FRAF vs VT
+223.7%
+83.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +12.8% | -2.6% | +15.4% | +14.4% |
| 3M | +13.3% | -3.2% | +16.5% | +15.2% |
| 6M | +21.3% | +0.9% | +20.4% | +20.3% |
| YTD | +43.3% | +11.3% | +32.0% | +34.3% |
| 1Y | +56.1% | +14.0% | +42.1% | +44.4% |
| 3Y | +128.2% | +75.8% | +52.4% | +63.6% |
| 5Y | +160.5% | +57.8% | +102.7% | +98.4% |
| 10Y | +307.3% | +219.8% | +87.5% | +111.7% |
| All | +307.3% | +223.7% | +83.6% | +111.7% |
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