+132.6%
FRBA vs VT
+223.7%
-91.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.8% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | +14.1% | -2.6% | +16.7% | +16.6% |
| 3M | +7.0% | -3.2% | +10.3% | +10.0% |
| 6M | +32.0% | +0.9% | +31.0% | +29.5% |
| YTD | +23.1% | +11.3% | +11.8% | +9.5% |
| 1Y | +28.6% | +14.0% | +14.6% | +11.5% |
| 3Y | +78.7% | +75.8% | +2.9% | +0.6% |
| 5Y | +45.7% | +57.8% | -12.2% | -9.2% |
| 10Y | +132.6% | +219.8% | -87.2% | -12.7% |
| All | +132.6% | +223.7% | -91.1% | -12.7% |
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