+4.8%
FRWD vs VT
+5.2%
-0.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -1.3% |
| 7D | -14.1% | -4.2% | -9.9% | -6.7% |
| 30D | -22.5% | -5.8% | -16.7% | -13.1% |
| 3M | -18.6% | -5.2% | -13.4% | -9.6% |
| 6M | -9.7% | +0.1% | -9.9% | -7.9% |
| All | +4.8% | +5.2% | -0.3% | -1.4% |
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