-65.0%
FRO vs VT
+355.4%
-420.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -16.4% | -0.1% | -16.2% | -16.4% |
| 30D | -21.8% | -3.1% | -18.7% | -19.0% |
| 3M | +21.8% | -3.5% | +25.3% | +26.4% |
| 6M | +23.7% | +0.5% | +23.2% | +21.2% |
| YTD | +131.1% | +10.8% | +120.3% | +100.2% |
| 1Y | +109.2% | +11.9% | +97.3% | +78.3% |
| 3Y | +167.7% | +73.0% | +94.7% | +28.7% |
| 5Y | +720.1% | +58.6% | +661.5% | +327.5% |
| 10Y | +1,072.6% | +219.2% | +853.4% | +124.6% |
| All | -65.0% | +355.4% | -420.5% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling