+725.0%
FRD vs VT
+217.6%
+507.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.1% | +4.9% |
| 7D | -4.2% | -0.1% | -4.1% | -4.0% |
| 30D | -6.2% | -3.1% | -3.2% | -4.4% |
| 3M | -9.5% | -3.5% | -6.0% | -7.4% |
| 6M | +82.0% | +0.5% | +81.5% | +82.1% |
| YTD | +93.1% | +10.8% | +82.3% | +82.5% |
| 1Y | +80.2% | +11.9% | +68.3% | +69.5% |
| 3Y | +253.1% | +73.0% | +180.1% | +160.2% |
| 5Y | +198.2% | +58.6% | +139.6% | +127.3% |
| 10Y | +725.0% | +219.2% | +505.8% | +362.3% |
| All | +725.0% | +217.6% | +507.3% | +362.3% |
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