+217.9%
FRST vs VT
+374.2%
-156.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +0.3% | +1.0% | -0.7% | -0.2% |
| 3M | +10.3% | +2.4% | +7.9% | +8.8% |
| 6M | +23.6% | +12.0% | +11.6% | +16.4% |
| YTD | +20.2% | +15.3% | +4.8% | +11.5% |
| 1Y | +50.0% | +22.6% | +27.4% | +34.9% |
| 3Y | +102.2% | +74.7% | +27.5% | +54.8% |
| 5Y | +30.0% | +66.1% | -36.1% | +1.4% |
| 10Y | +73.2% | +225.0% | -151.8% | +9.1% |
| All | +217.9% | +374.2% | -156.3% | +116.4% |
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