+60.0%
FRPH vs VT
+345.0%
-285.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +0.7% |
| 7D | -3.4% | -4.2% | +0.8% | 0.0% |
| 30D | -9.6% | -5.8% | -3.8% | -5.2% |
| 3M | -16.6% | -5.2% | -11.3% | -12.9% |
| 6M | -13.7% | +0.1% | -13.8% | -14.4% |
| YTD | -19.7% | +8.2% | -27.9% | -25.5% |
| 1Y | -23.8% | +10.1% | -34.0% | -30.4% |
| 3Y | -33.4% | +69.7% | -103.1% | -57.6% |
| 5Y | -43.7% | +53.4% | -97.1% | -61.6% |
| 10Y | +15.5% | +219.2% | -203.8% | -57.2% |
| All | +60.0% | +345.0% | -285.0% | -57.4% |
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 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