-100.0%
FRSX vs VT
+180.9%
-280.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | -2.2% | +2.9% | -5.1% | -5.7% |
| 30D | -32.3% | -2.5% | -29.7% | -29.9% |
| 3M | -58.0% | -3.3% | -54.7% | -56.1% |
| 6M | -71.7% | +1.5% | -73.2% | -72.3% |
| YTD | -85.3% | +11.4% | -96.7% | -87.1% |
| 1Y | -91.7% | +11.9% | -103.6% | -92.7% |
| 3Y | -98.2% | +73.9% | -172.1% | -99.1% |
| 5Y | -99.8% | +57.9% | -157.7% | -99.9% |
| All | -100.0% | +180.9% | -280.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling