+235.2%
FRI vs VT
+356.1%
-120.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +4.2% |
| 30D | +4.7% | -2.5% | +7.2% | +7.1% |
| 3M | -4.0% | -1.3% | -2.7% | -3.0% |
| 6M | +1.4% | +3.1% | -1.6% | -2.2% |
| YTD | +14.9% | +10.9% | +4.0% | +2.9% |
| 1Y | +14.8% | +12.1% | +2.8% | +1.8% |
| 3Y | +45.9% | +73.9% | -28.0% | -15.8% |
| 5Y | +14.9% | +58.0% | -43.1% | -27.7% |
| 10Y | +88.8% | +225.5% | -136.7% | -41.6% |
| All | +235.2% | +356.1% | -120.9% | -27.3% |
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