-80.1%
FVRR vs VT
+143.9%
-224.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.1% |
| 7D | -5.5% | +2.9% | -8.4% | -9.3% |
| 30D | -7.6% | -2.5% | -5.0% | -4.3% |
| 3M | -8.2% | -3.3% | -4.9% | -3.9% |
| 6M | -27.1% | +1.5% | -28.7% | -29.3% |
| YTD | -59.8% | +11.4% | -71.1% | -66.1% |
| 1Y | -63.8% | +11.9% | -75.7% | -69.8% |
| 3Y | -63.6% | +73.9% | -137.5% | -84.2% |
| 5Y | -95.9% | +57.9% | -153.8% | -97.8% |
| All | -80.1% | +143.9% | -224.0% | -92.9% |
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