+609.8%
FRD vs VT
+345.0%
+264.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -6.3% |
| 7D | -17.8% | -4.2% | -13.6% | -15.8% |
| 30D | -16.0% | -5.8% | -10.2% | -13.2% |
| 3M | -3.7% | -5.2% | +1.5% | -0.7% |
| 6M | +70.3% | +0.1% | +70.2% | +70.6% |
| YTD | +74.3% | +8.2% | +66.1% | +67.7% |
| 1Y | +64.8% | +10.1% | +54.6% | +57.2% |
| 3Y | +248.1% | +69.7% | +178.4% | +165.9% |
| 5Y | +179.0% | +53.4% | +125.6% | +123.3% |
| 10Y | +668.0% | +219.2% | +448.7% | +326.7% |
| All | +609.8% | +345.0% | +264.8% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling