-100.0%
FRGT vs VT
+66.2%
-166.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -26.2% | +0.4% | -26.7% | -26.7% |
| 30D | -68.7% | +1.0% | -69.7% | -69.1% |
| 3M | -75.3% | +2.4% | -77.7% | -76.1% |
| 6M | -82.2% | +12.0% | -94.2% | -84.5% |
| YTD | -87.3% | +15.3% | -102.6% | -89.2% |
| 1Y | -96.7% | +22.6% | -119.2% | -97.3% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +66.2% | -166.2% | -100.0% |
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