+238.2%
FRPT vs VT
+231.8%
+6.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.9% |
| 7D | -0.3% | +2.9% | -3.2% | -3.6% |
| 30D | -2.3% | -2.5% | +0.2% | +0.7% |
| 3M | -10.6% | -3.3% | -7.3% | -7.1% |
| 6M | +26.1% | +1.5% | +24.5% | +22.6% |
| YTD | +6.1% | +11.4% | -5.3% | -8.5% |
| 1Y | +16.2% | +11.9% | +4.3% | -0.5% |
| 3Y | -3.6% | +73.9% | -77.5% | -52.4% |
| 5Y | -48.1% | +57.9% | -106.0% | -70.4% |
| 10Y | +638.6% | +222.6% | +416.0% | +93.6% |
| All | +238.2% | +231.8% | +6.4% | -11.2% |
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