+191.4%
FRA price history and return analytics
+357.6%
-166.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.1% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | +2.0% | -2.6% | +4.6% | +3.1% |
| 3M | -1.1% | -3.2% | +2.1% | +0.2% |
| 6M | -0.3% | +0.9% | -1.2% | -0.9% |
| YTD | -1.5% | +11.3% | -12.8% | -6.3% |
| 1Y | -4.1% | +14.0% | -18.1% | -9.7% |
| 3Y | +24.4% | +75.8% | -51.5% | -3.5% |
| 5Y | +29.4% | +57.8% | -28.5% | +4.3% |
| 10Y | +77.3% | +219.8% | -142.5% | +3.2% |
| All | +191.4% | +357.6% | -166.3% | +39.6% |
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