+1,946.5%
FRHC vs VT
+151.2%
+1,795.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.1% |
| 7D | -12.4% | -0.7% | -11.7% | -11.8% |
| 30D | -2.6% | -1.7% | -0.8% | -1.1% |
| 3M | +8.4% | -2.3% | +10.7% | +10.5% |
| 6M | +15.5% | +1.5% | +14.0% | +13.5% |
| YTD | +34.5% | +12.0% | +22.5% | +20.5% |
| 1Y | +17.9% | +12.9% | +5.0% | +4.8% |
| 3Y | +103.8% | +74.9% | +28.9% | +22.5% |
| 5Y | +136.8% | +59.9% | +76.9% | +53.8% |
| All | +1,946.5% | +151.2% | +1,795.3% | +802.7% |
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 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