+83.6%
FREL vs VT
+215.5%
-131.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +2.0% | -2.3% | +4.4% | +4.1% |
| 30D | +8.1% | -5.0% | +13.1% | +12.8% |
| 3M | -1.6% | -4.9% | +3.3% | +2.6% |
| 6M | +0.4% | -1.5% | +2.0% | +1.0% |
| YTD | +11.1% | +8.5% | +2.6% | +2.0% |
| 1Y | +11.7% | +11.4% | +0.3% | +0.1% |
| 3Y | +40.5% | +70.1% | -29.5% | -15.8% |
| 5Y | +4.6% | +53.7% | -49.2% | -31.3% |
| All | +83.6% | +215.5% | -131.9% | -34.7% |
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 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