+51.6%
FRNM vs VT
+21.4%
+30.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +4.9% | +1.0% | +3.8% | +4.6% |
| 30D | +43.4% | -0.2% | +43.6% | +43.4% |
| 3M | +43.4% | +4.5% | +38.9% | +41.3% |
| 6M | +38.8% | +14.1% | +24.7% | +33.8% |
| YTD | +22.7% | +14.8% | +8.0% | +18.8% |
| 1Y | +51.6% | +21.2% | +30.4% | +46.5% |
| All | +51.6% | +21.4% | +30.2% | +46.5% |
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 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