-78.9%
FVRR vs VT
+137.1%
-216.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | +2.4% |
| 7D | -7.1% | -4.2% | -2.9% | -1.2% |
| 30D | -0.7% | -5.8% | +5.1% | +8.1% |
| 3M | -11.0% | -5.2% | -5.8% | -4.1% |
| 6M | -27.3% | +0.1% | -27.4% | -28.2% |
| YTD | -57.4% | +8.2% | -65.7% | -62.7% |
| 1Y | -59.1% | +10.1% | -69.2% | -65.0% |
| 3Y | -62.2% | +69.7% | -131.8% | -83.0% |
| 5Y | -94.7% | +53.4% | -148.1% | -97.1% |
| All | -78.9% | +137.1% | -216.0% | -92.1% |
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 · 6 months rolling