+65.2%
VT vs FRSH
-70.7%
+135.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.2% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -2.5% | -8.8% | +6.3% | -1.5% |
| 3M | -3.3% | +8.8% | -12.1% | -4.7% |
| 6M | +1.5% | +49.1% | -47.5% | -4.5% |
| YTD | +11.4% | +3.4% | +7.9% | +9.3% |
| 1Y | +11.9% | +8.8% | +3.1% | +8.9% |
| 3Y | +73.9% | -27.4% | +101.3% | +74.8% |
| 5Y | +57.9% | -66.4% | +124.3% | +56.3% |
| All | +65.2% | -70.7% | +135.9% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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