+153.1%
FRHC vs VT
+53.2%
+99.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -0.6% |
| 7D | -3.5% | -4.2% | +0.6% | +1.1% |
| 30D | +1.9% | -5.8% | +7.7% | +8.9% |
| 3M | +18.5% | -5.2% | +23.8% | +25.6% |
| 6M | +28.4% | +0.1% | +28.3% | +27.5% |
| YTD | +45.6% | +8.2% | +37.4% | +31.9% |
| 1Y | +24.1% | +10.1% | +14.0% | +10.1% |
| 3Y | +109.7% | +69.7% | +40.0% | +12.9% |
| 5Y | +153.1% | +53.4% | +99.7% | +61.6% |
| All | +153.1% | +53.2% | +99.9% | +61.6% |
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 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