-46.3%
FRPT vs VT
+66.2%
-112.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +0.4% | -1.3% | -1.4% |
| 30D | -1.7% | +1.0% | -2.7% | -3.0% |
| 3M | +42.7% | +2.4% | +40.3% | +37.7% |
| 6M | -17.8% | +12.0% | -29.9% | -29.7% |
| YTD | +15.3% | +15.3% | -0.1% | -5.4% |
| 1Y | +31.9% | +22.6% | +9.3% | -0.6% |
| 3Y | -7.3% | +74.7% | -81.9% | -57.3% |
| All | -46.3% | +66.2% | -112.4% | -72.1% |
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