+27.1%
FRGN vs VT
+14.6%
+12.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | +1.2% | -0.1% | +1.4% | +1.4% |
| 30D | +1.8% | -0.7% | +2.5% | +2.7% |
| 3M | +4.3% | +4.0% | +0.3% | -1.0% |
| 6M | +16.2% | +12.3% | +3.9% | +0.8% |
| YTD | +25.1% | +14.0% | +11.1% | +7.0% |
| All | +27.1% | +14.6% | +12.5% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling