+2,135.6%
FRHC vs VT
+143.2%
+1,992.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -4.4% | -2.3% | -2.0% | -2.2% |
| 30D | +2.3% | -5.0% | +7.3% | +7.3% |
| 3M | +21.3% | -4.9% | +26.1% | +26.8% |
| 6M | +26.7% | -1.5% | +28.3% | +28.3% |
| YTD | +47.0% | +8.5% | +38.5% | +35.8% |
| 1Y | +30.6% | +11.4% | +19.2% | +17.6% |
| 3Y | +115.1% | +70.1% | +45.0% | +33.0% |
| 5Y | +155.5% | +53.7% | +101.8% | +72.1% |
| All | +2,135.6% | +143.2% | +1,992.4% | +917.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling