+676.0%
FRPT vs VT
+221.8%
+454.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.7% | +4.8% |
| 7D | +4.8% | +2.4% | +2.5% | +1.9% |
| 30D | -0.9% | -1.5% | +0.6% | +1.0% |
| 3M | -7.2% | -4.1% | -3.1% | -2.4% |
| 6M | +38.8% | +0.6% | +38.3% | +36.5% |
| YTD | +10.8% | +11.0% | -0.2% | -4.8% |
| 1Y | +26.3% | +13.3% | +13.0% | +5.6% |
| 3Y | +0.1% | +73.4% | -73.3% | -52.2% |
| 5Y | -45.8% | +57.4% | -103.3% | -69.8% |
| All | +676.0% | +221.8% | +454.2% | +62.6% |
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