+184.5%
FRST vs VT
+345.0%
-160.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -0.7% |
| 7D | -1.1% | -4.2% | +3.0% | +1.0% |
| 30D | -5.3% | -5.8% | +0.5% | -2.5% |
| 3M | -10.2% | -5.2% | -5.0% | -7.8% |
| 6M | +1.9% | +0.1% | +1.8% | +1.6% |
| YTD | +7.5% | +8.2% | -0.7% | +3.0% |
| 1Y | +37.8% | +10.1% | +27.6% | +30.7% |
| 3Y | +62.5% | +69.7% | -7.2% | +26.3% |
| 5Y | +8.5% | +53.4% | -44.8% | -12.0% |
| 10Y | +52.1% | +219.2% | -167.1% | -1.9% |
| All | +184.5% | +345.0% | -160.5% | +99.9% |
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