+541.7%
FRAF vs VT
+345.0%
+196.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.5% |
| 7D | -1.1% | -4.2% | +3.1% | 0.0% |
| 30D | +9.4% | -5.8% | +15.2% | +11.1% |
| 3M | +10.3% | -5.2% | +15.5% | +11.8% |
| 6M | +21.6% | +0.1% | +21.5% | +21.4% |
| YTD | +41.1% | +8.2% | +32.9% | +38.1% |
| 1Y | +54.3% | +10.1% | +44.2% | +50.4% |
| 3Y | +132.9% | +69.7% | +63.3% | +104.0% |
| 5Y | +156.9% | +53.4% | +103.5% | +129.1% |
| 10Y | +297.2% | +219.2% | +78.0% | +209.5% |
| All | +541.7% | +345.0% | +196.7% | +395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling