-9.9%
FRPT price history and return analytics
+72.7%
-82.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.3% |
| 7D | -6.5% | -2.0% | -4.5% | -4.7% |
| 30D | -9.2% | -1.4% | -7.7% | -8.0% |
| 3M | +28.8% | +4.7% | +24.1% | +22.7% |
| 6M | -20.3% | +11.4% | -31.7% | -29.4% |
| YTD | +7.0% | +13.1% | -6.1% | -7.0% |
| 1Y | +22.0% | +19.0% | +3.0% | -0.2% |
| All | -9.9% | +72.7% | -82.6% | -50.6% |
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 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