+20.8%
FRT vs VT
+223.7%
-202.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.4% |
| 7D | +2.2% | +0.4% | +1.8% | +1.7% |
| 30D | +7.2% | -2.6% | +9.8% | +9.7% |
| 3M | -3.1% | -3.2% | +0.2% | -0.4% |
| 6M | +0.4% | +0.9% | -0.6% | -1.5% |
| YTD | +17.7% | +11.3% | +6.4% | +4.4% |
| 1Y | +21.9% | +14.0% | +7.9% | +5.4% |
| 3Y | +41.3% | +75.8% | -34.6% | -22.4% |
| 5Y | +9.7% | +57.8% | -48.2% | -32.5% |
| 10Y | +20.8% | +219.8% | -199.0% | -61.3% |
| All | +20.8% | +223.7% | -202.9% | -61.3% |
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