+12.3%
FRTY vs VT
+78.6%
-66.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.2% |
| 7D | -2.9% | -1.6% | -1.3% | -0.8% |
| 30D | -8.9% | -2.5% | -6.4% | -5.6% |
| 3M | -4.0% | -1.3% | -2.7% | -2.1% |
| 6M | +2.1% | +3.1% | -1.0% | -1.1% |
| YTD | +3.3% | +10.9% | -7.7% | -8.8% |
| 1Y | -4.0% | +12.1% | -16.1% | -16.1% |
| 3Y | +80.4% | +73.9% | +6.5% | -7.9% |
| 5Y | -7.1% | +58.0% | -65.1% | -44.5% |
| All | +12.3% | +78.6% | -66.3% | -44.3% |
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 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