+1,133.6%
FRO vs VT
+224.7%
+908.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +2.8% |
| 7D | -6.1% | -0.7% | -5.4% | -5.4% |
| 30D | -23.1% | -1.7% | -21.3% | -21.9% |
| 3M | +27.4% | -2.3% | +29.8% | +29.7% |
| 6M | +33.0% | +1.5% | +31.4% | +30.1% |
| YTD | +139.8% | +12.0% | +127.8% | +114.6% |
| 1Y | +117.2% | +12.9% | +104.3% | +92.6% |
| 3Y | +177.9% | +74.9% | +102.9% | +62.7% |
| 5Y | +732.2% | +59.9% | +672.3% | +427.8% |
| All | +1,133.6% | +224.7% | +908.9% | +241.3% |
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 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