+70.3%
VT vs FRSH
-72.0%
+142.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.1% |
| 7D | +1.0% | -10.1% | +11.1% | +2.4% |
| 30D | -0.2% | +2.2% | -2.4% | -0.7% |
| 3M | +4.5% | +28.6% | -24.0% | +0.7% |
| 6M | +14.1% | +40.2% | -26.2% | +8.1% |
| YTD | +14.8% | -1.2% | +16.0% | +13.6% |
| 1Y | +21.2% | -7.9% | +29.1% | +21.0% |
| 3Y | +76.6% | -44.7% | +121.3% | +84.6% |
| All | +70.3% | -72.0% | +142.3% | +70.1% |
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