-94.9%
FVRR vs VT
+66.2%
-161.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +0.4% | -2.8% | -3.2% |
| 30D | -2.1% | +1.0% | -3.1% | -3.9% |
| 3M | -10.0% | +2.4% | -12.4% | -14.4% |
| 6M | -14.9% | +12.0% | -26.9% | -33.0% |
| YTD | -53.2% | +15.3% | -68.5% | -65.2% |
| 1Y | -60.5% | +22.6% | -83.1% | -74.2% |
| 3Y | -67.1% | +74.7% | -141.7% | -90.3% |
| All | -94.9% | +66.2% | -161.1% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling