+273.0%
FRO price history and return analytics
+72.7%
+200.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +6.6% | -2.0% | +8.6% | +8.0% |
| 30D | +26.9% | -1.4% | +28.3% | +28.1% |
| 3M | +39.2% | +4.7% | +34.5% | +34.7% |
| 6M | +47.9% | +11.4% | +36.5% | +36.3% |
| YTD | +138.8% | +13.1% | +125.8% | +118.1% |
| 1Y | +130.9% | +19.0% | +111.9% | +103.1% |
| All | +273.0% | +72.7% | +200.3% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling