-75.3%
FRVO vs VT
-1.1%
-74.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +0.2% | +15.6% | +15.3% |
| 7D | +9.0% | -2.3% | +11.3% | +16.2% |
| 30D | -35.4% | -5.0% | -30.4% | -25.5% |
| 3M | -60.8% | -4.9% | -55.9% | -55.1% |
| All | -75.3% | -1.1% | -74.2% | -74.1% |
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 · Available span rolling