+4.7%
FREL vs VT
+53.4%
-48.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +2.0% | -2.3% | +4.4% | +3.9% |
| 30D | +8.1% | -5.0% | +13.1% | +12.3% |
| 3M | -1.6% | -4.9% | +3.3% | +2.1% |
| 6M | +0.4% | -1.5% | +2.0% | +0.9% |
| YTD | +11.1% | +8.5% | +2.6% | +2.6% |
| 1Y | +11.7% | +11.4% | +0.3% | +0.9% |
| 3Y | +40.5% | +70.1% | -29.5% | -14.5% |
| All | +4.7% | +53.4% | -48.7% | -30.6% |
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