+15.5%
FRTY vs VT
+85.7%
-70.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | +0.4% | -2.7% | -2.8% |
| 30D | -3.9% | +1.0% | -4.9% | -5.1% |
| 3M | -5.7% | +2.4% | -8.0% | -8.1% |
| 6M | +9.7% | +12.0% | -2.3% | -4.6% |
| YTD | +6.2% | +15.3% | -9.1% | -11.0% |
| 1Y | +9.6% | +22.6% | -13.0% | -14.7% |
| 3Y | +72.5% | +74.7% | -2.2% | -12.8% |
| 5Y | 0.0% | +66.1% | -66.2% | -44.2% |
| All | +15.5% | +85.7% | -70.2% | -45.7% |
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