+42.8%
FRBA vs VT
+53.2%
-10.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -0.2% |
| 7D | +2.5% | -4.2% | +6.7% | +5.5% |
| 30D | +12.9% | -5.8% | +18.7% | +17.5% |
| 3M | +7.3% | -5.2% | +12.5% | +11.1% |
| 6M | +34.6% | +0.1% | +34.5% | +33.4% |
| YTD | +23.0% | +8.2% | +14.8% | +14.9% |
| 1Y | +27.8% | +10.1% | +17.7% | +17.8% |
| 3Y | +75.3% | +69.7% | +5.7% | +18.5% |
| 5Y | +42.8% | +53.4% | -10.5% | +2.1% |
| All | +42.8% | +53.2% | -10.4% | +2.1% |
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