+112.0%
FRDM vs VT
+60.6%
+51.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -1.3% |
| 7D | -5.4% | -0.3% | -5.1% | -5.1% |
| 30D | -13.9% | -1.4% | -12.4% | -12.4% |
| 3M | -7.5% | -1.4% | -6.1% | -5.8% |
| 6M | -0.6% | +5.5% | -6.1% | -4.9% |
| YTD | +22.8% | +12.8% | +10.0% | +10.4% |
| 1Y | +33.5% | +15.4% | +18.0% | +17.4% |
| 3Y | +125.0% | +76.9% | +48.2% | +32.2% |
| 5Y | +112.0% | +60.4% | +51.5% | +33.7% |
| All | +112.0% | +60.6% | +51.4% | +33.7% |
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