+267.6%
FRPT vs VT
+243.7%
+23.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | +42.7% | +2.4% | +40.3% | +37.8% |
| 6M | -17.8% | +12.0% | -29.9% | -29.3% |
| YTD | +15.3% | +15.3% | -0.1% | -4.6% |
| 1Y | +31.9% | +22.6% | +9.3% | +0.9% |
| 3Y | -7.3% | +74.7% | -81.9% | -54.4% |
| 5Y | -47.1% | +66.1% | -113.2% | -71.5% |
| 10Y | +586.6% | +225.0% | +361.6% | +77.3% |
| All | +267.6% | +243.7% | +23.9% | -7.4% |
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