+243.8%
FRI vs VT
+363.9%
-120.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.0% |
| 7D | +6.2% | -0.3% | +6.5% | +6.4% |
| 30D | +8.1% | -1.4% | +9.6% | +9.5% |
| 3M | -0.9% | -1.4% | +0.5% | +0.3% |
| 6M | +4.9% | +5.5% | -0.6% | -1.0% |
| YTD | +17.9% | +12.8% | +5.0% | +3.9% |
| 1Y | +17.8% | +15.4% | +2.3% | +1.5% |
| 3Y | +49.7% | +76.9% | -27.2% | -14.9% |
| 5Y | +19.3% | +60.4% | -41.1% | -25.9% |
| 10Y | +92.3% | +232.8% | -140.5% | -41.7% |
| All | +243.8% | +363.9% | -120.0% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling