+2,082.5%
FRHC vs VT
+149.5%
+1,933.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -4.8% |
| 7D | -6.8% | +0.4% | -7.1% | -7.2% |
| 30D | +2.9% | -2.6% | +5.5% | +5.3% |
| 3M | +17.2% | -3.2% | +20.4% | +20.5% |
| 6M | +24.9% | +0.9% | +23.9% | +23.3% |
| YTD | +43.5% | +11.3% | +32.2% | +29.3% |
| 1Y | +23.1% | +14.0% | +9.1% | +8.3% |
| 3Y | +118.9% | +75.8% | +43.0% | +31.0% |
| 5Y | +148.3% | +57.8% | +90.5% | +63.0% |
| All | +2,082.5% | +149.5% | +1,933.0% | +868.6% |
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