+43.8%
FREL vs VT
+76.6%
-32.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.4% | +2.1% |
| 7D | +6.8% | -0.3% | +7.1% | +7.0% |
| 30D | +10.1% | -1.4% | +11.5% | +11.0% |
| 3M | -0.2% | -1.4% | +1.1% | +0.6% |
| 6M | +4.6% | +5.5% | -0.9% | +0.5% |
| YTD | +13.6% | +12.8% | +0.8% | +3.9% |
| 1Y | +13.8% | +15.4% | -1.6% | +2.3% |
| All | +43.8% | +76.6% | -32.8% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling