+492.9%
FRAF vs VT
+374.2%
+118.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +1.9% | +1.0% | +0.9% | +1.7% |
| 3M | +11.4% | +2.4% | +9.0% | +10.6% |
| 6M | +24.0% | +12.0% | +12.0% | +20.4% |
| YTD | +30.4% | +15.3% | +15.1% | +25.6% |
| 1Y | +40.2% | +22.6% | +17.6% | +33.0% |
| 3Y | +146.0% | +74.7% | +71.3% | +113.7% |
| 5Y | +147.0% | +66.1% | +80.8% | +115.8% |
| 10Y | +273.1% | +225.0% | +48.1% | +187.0% |
| All | +492.9% | +374.2% | +118.7% | +350.6% |
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