-10.3%
FRNW vs VT
+66.8%
-77.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.9% |
| 7D | +6.8% | +0.4% | +6.4% | +6.2% |
| 30D | +2.7% | -2.6% | +5.3% | +5.9% |
| 3M | -5.6% | -3.2% | -2.4% | -1.8% |
| 6M | -15.6% | +0.9% | -16.5% | -16.1% |
| YTD | +7.3% | +11.3% | -4.0% | -4.7% |
| 1Y | +0.5% | +14.0% | -13.5% | -13.0% |
| 3Y | +58.4% | +75.8% | -17.4% | -17.5% |
| 5Y | -18.9% | +57.8% | -76.8% | -51.7% |
| All | -10.3% | +66.8% | -77.2% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling