+156.1%
FRAF vs VT
+53.4%
+102.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | +9.4% | -5.0% | +14.3% | +10.8% |
| 3M | +10.7% | -4.9% | +15.6% | +12.1% |
| 6M | +22.0% | -1.5% | +23.5% | +22.3% |
| YTD | +40.9% | +8.5% | +32.4% | +37.7% |
| 1Y | +54.0% | +11.4% | +42.7% | +49.6% |
| 3Y | +131.8% | +70.1% | +61.7% | +108.3% |
| All | +156.1% | +53.4% | +102.7% | +137.2% |
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 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