+185.5%
FRDM vs VT
+143.9%
+41.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -3.8% | -1.6% | -2.2% | -2.1% |
| 30D | -13.1% | -2.5% | -10.6% | -10.7% |
| 3M | -5.2% | -1.3% | -3.9% | -3.6% |
| 6M | -1.3% | +3.1% | -4.4% | -3.0% |
| YTD | +22.1% | +10.9% | +11.2% | +12.3% |
| 1Y | +28.1% | +12.1% | +16.0% | +16.7% |
| 3Y | +123.7% | +73.9% | +49.8% | +34.6% |
| 5Y | +112.4% | +58.0% | +54.5% | +39.5% |
| All | +185.5% | +143.9% | +41.6% | +24.6% |
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 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