+1,111.2%
FRO vs VT
+223.7%
+887.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -4.8% |
| 7D | -15.0% | +0.4% | -15.3% | -15.3% |
| 30D | -21.1% | -2.6% | -18.5% | -19.3% |
| 3M | +19.0% | -3.2% | +22.2% | +22.0% |
| 6M | +24.9% | +0.9% | +23.9% | +22.8% |
| YTD | +133.3% | +11.3% | +122.0% | +109.9% |
| 1Y | +115.1% | +14.0% | +101.1% | +89.0% |
| 3Y | +172.5% | +75.8% | +96.7% | +58.8% |
| 5Y | +710.3% | +57.8% | +652.5% | +420.5% |
| 10Y | +1,111.2% | +219.8% | +891.4% | +260.6% |
| All | +1,111.2% | +223.7% | +887.5% | +260.6% |
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 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