+819.5%
FRD vs VT
+224.5%
+595.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.3% | +0.4% | +3.9% | +4.0% |
| 30D | +23.6% | +1.0% | +22.6% | +23.0% |
| 3M | +87.3% | +2.4% | +84.9% | +84.9% |
| 6M | +136.9% | +12.0% | +124.9% | +122.3% |
| YTD | +123.7% | +15.3% | +108.4% | +106.3% |
| 1Y | +117.1% | +22.6% | +94.6% | +94.1% |
| 3Y | +228.1% | +74.7% | +153.4% | +140.7% |
| 5Y | +299.6% | +66.1% | +233.4% | +197.2% |
| All | +819.5% | +224.5% | +595.0% | +454.8% |
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