-74.5%
FRSH vs VT
+61.6%
-136.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -5.0% |
| 7D | -17.7% | -2.3% | -15.4% | -14.9% |
| 30D | -11.0% | -5.0% | -6.0% | -3.8% |
| 3M | +4.5% | -4.9% | +9.4% | +12.4% |
| 6M | +36.2% | -1.5% | +37.8% | +36.1% |
| YTD | -1.1% | +8.5% | -9.6% | -18.0% |
| 1Y | +11.6% | +11.4% | +0.2% | -12.1% |
| 3Y | -33.9% | +70.1% | -104.0% | -77.3% |
| 5Y | -68.4% | +53.7% | -122.1% | -85.7% |
| All | -74.5% | +61.6% | -136.1% | -89.0% |
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