+3.7%
F vs FROG
+83.7%
-80.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.4% | +2.9% |
| 7D | +6.0% | -14.1% | +20.1% | +5.6% |
| 30D | +4.3% | -11.8% | +16.1% | +4.1% |
| 3M | -10.1% | +0.1% | -10.2% | -10.0% |
| 6M | +12.8% | +64.2% | -51.4% | +13.6% |
| YTD | -0.1% | +38.2% | -38.3% | +0.7% |
| 1Y | +3.7% | +85.4% | -81.7% | +2.0% |
| All | +3.7% | +83.7% | -80.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling