-78.2%
FVRR vs VT
+147.2%
-225.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +3.1% |
| 7D | +7.8% | -0.3% | +8.1% | +8.5% |
| 30D | +1.4% | -1.4% | +2.8% | +3.5% |
| 3M | -9.6% | -1.4% | -8.3% | -7.9% |
| 6M | -24.7% | +5.5% | -30.2% | -30.9% |
| YTD | -55.9% | +12.8% | -68.8% | -63.5% |
| 1Y | -59.7% | +15.4% | -75.2% | -67.8% |
| 3Y | -60.8% | +76.9% | -137.7% | -83.4% |
| 5Y | -94.7% | +60.4% | -155.1% | -97.3% |
| All | -78.2% | +147.2% | -225.3% | -92.3% |
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