-3.0%
FRPH vs VT
+222.7%
-225.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | +0.8% | +2.9% | -2.1% | -1.4% |
| 30D | -7.7% | -2.5% | -5.2% | -5.8% |
| 3M | -16.7% | -3.3% | -13.4% | -14.4% |
| 6M | -17.8% | +1.5% | -19.3% | -19.2% |
| YTD | -19.0% | +11.4% | -30.4% | -26.8% |
| 1Y | -22.7% | +11.9% | -34.6% | -30.4% |
| 3Y | -34.9% | +73.9% | -108.8% | -60.2% |
| 5Y | -38.4% | +57.9% | -96.3% | -59.2% |
| All | -3.0% | +222.7% | -225.7% | -68.4% |
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