+82.5%
FREL vs VT
+233.2%
-150.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.4% | +1.7% |
| 7D | +6.8% | -0.3% | +7.1% | +7.1% |
| 30D | +10.1% | -1.4% | +11.5% | +11.4% |
| 3M | -0.2% | -1.4% | +1.1% | +0.8% |
| 6M | +4.6% | +5.5% | -0.9% | -0.8% |
| YTD | +13.6% | +12.8% | +0.8% | +1.4% |
| 1Y | +13.8% | +15.4% | -1.6% | -0.6% |
| 3Y | +41.8% | +76.9% | -35.1% | -16.1% |
| 5Y | +7.6% | +60.4% | -52.8% | -30.7% |
| 10Y | +90.8% | +232.8% | -142.0% | -33.3% |
| All | +82.5% | +233.2% | -150.8% | -37.4% |
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