+694.2%
FRD vs VT
+215.5%
+478.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -14.6% | -2.3% | -12.3% | -13.3% |
| 30D | -16.2% | -5.0% | -11.2% | -13.5% |
| 3M | -4.5% | -4.9% | +0.4% | -1.3% |
| 6M | +71.5% | -1.5% | +73.0% | +73.6% |
| YTD | +76.8% | +8.5% | +68.3% | +69.2% |
| 1Y | +70.5% | +11.4% | +59.2% | +61.0% |
| 3Y | +232.3% | +70.1% | +162.2% | +147.5% |
| 5Y | +182.9% | +53.7% | +129.2% | +119.4% |
| All | +694.2% | +215.5% | +478.7% | +374.8% |
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