+77.3%
FREL vs VT
+240.6%
-163.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.7% |
| 30D | -3.1% | +1.0% | -4.0% | -3.9% |
| 3M | +0.8% | +2.4% | -1.6% | -1.7% |
| 6M | +2.3% | +12.0% | -9.7% | -7.9% |
| YTD | +10.4% | +15.3% | -4.9% | -3.3% |
| 1Y | +8.7% | +22.6% | -13.9% | -9.9% |
| 3Y | +30.8% | +74.7% | -43.9% | -21.5% |
| 5Y | +3.8% | +66.1% | -62.3% | -35.1% |
| 10Y | +66.1% | +225.0% | -158.9% | -41.1% |
| All | +77.3% | +240.6% | -163.4% | -40.3% |
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