+25.0%
FRHC vs VT
+13.0%
+11.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -4.4% |
| 7D | -6.8% | +0.4% | -7.1% | -6.9% |
| 30D | +2.9% | -2.6% | +5.5% | +5.2% |
| 3M | +17.2% | -3.2% | +20.4% | +20.3% |
| 6M | +24.9% | +0.9% | +23.9% | +23.5% |
| YTD | +43.5% | +11.3% | +32.2% | +28.2% |
| All | +25.0% | +13.0% | +11.9% | +10.8% |
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