+12.3%
FRPH vs VT
+217.6%
-205.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -3.8% |
| 7D | +3.0% | -0.1% | +3.2% | +3.2% |
| 30D | -5.2% | -3.1% | -2.1% | -2.7% |
| 3M | -12.2% | -3.5% | -8.7% | -9.6% |
| 6M | -10.1% | +0.5% | -10.6% | -10.9% |
| YTD | -16.6% | +10.8% | -27.4% | -24.2% |
| 1Y | -19.1% | +11.9% | -31.0% | -27.1% |
| 3Y | -33.0% | +73.0% | -106.0% | -58.7% |
| 5Y | -35.4% | +58.6% | -94.0% | -57.4% |
| 10Y | +12.3% | +219.2% | -206.9% | -54.9% |
| All | +12.3% | +217.6% | -205.4% | -54.9% |
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