+166.8%
FRO vs VT
+69.7%
+97.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -20.2% | -2.3% | -17.9% | -18.8% |
| 30D | -14.4% | -5.0% | -9.4% | -11.4% |
| 3M | +22.5% | -4.9% | +27.4% | +26.6% |
| 6M | +34.2% | -1.5% | +35.7% | +34.7% |
| YTD | +139.2% | +8.5% | +130.7% | +122.9% |
| 1Y | +120.1% | +11.4% | +108.7% | +100.7% |
| 3Y | +166.8% | +70.1% | +96.7% | +79.7% |
| All | +166.8% | +69.7% | +97.1% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling