-51.3%
FRPT price history and return analytics
+63.7%
-115.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.0% |
| 7D | -6.5% | -2.0% | -4.5% | -4.1% |
| 30D | -9.2% | -1.4% | -7.7% | -7.6% |
| 3M | +28.8% | +4.7% | +24.1% | +21.0% |
| 6M | -20.3% | +11.4% | -31.7% | -31.4% |
| YTD | +7.0% | +13.1% | -6.1% | -10.1% |
| 1Y | +22.0% | +19.0% | +3.0% | -4.6% |
| 3Y | -11.2% | +73.9% | -85.2% | -59.2% |
| 5Y | -51.3% | +65.4% | -116.7% | -74.4% |
| All | -51.3% | +63.7% | -115.0% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling