-36.5%
FRPH vs VT
+59.8%
-96.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.2% |
| 7D | +0.6% | -0.7% | +1.3% | +1.0% |
| 30D | -5.9% | -1.7% | -4.2% | -4.9% |
| 3M | -14.6% | -2.3% | -12.3% | -13.3% |
| 6M | -14.7% | +1.5% | -16.3% | -15.8% |
| YTD | -17.1% | +12.0% | -29.1% | -23.3% |
| 1Y | -20.2% | +12.9% | -33.1% | -26.6% |
| 3Y | -33.3% | +74.9% | -108.3% | -53.6% |
| 5Y | -36.5% | +59.9% | -96.4% | -52.5% |
| All | -36.5% | +59.8% | -96.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling