+133.6%
FRDM vs VT
+66.2%
+67.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.7% | +0.4% | +3.3% | +3.2% |
| 30D | +5.6% | +1.0% | +4.7% | +4.5% |
| 3M | -1.6% | +2.4% | -4.0% | -3.5% |
| 6M | +23.3% | +12.0% | +11.3% | +10.9% |
| YTD | +40.0% | +15.3% | +24.7% | +22.6% |
| 1Y | +72.3% | +22.6% | +49.7% | +42.4% |
| 3Y | +151.7% | +74.7% | +77.1% | +48.9% |
| All | +133.6% | +66.2% | +67.5% | +42.6% |
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