+53.5%
F vs FROG
+307.0%
-253.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | +0.4% |
| 7D | -0.6% | +27.1% | -27.7% | -1.5% |
| 30D | +2.9% | +5.8% | -2.9% | +2.6% |
| 3M | -9.5% | +20.8% | -30.3% | -10.4% |
| 6M | +4.0% | +53.3% | -49.3% | +1.3% |
| YTD | -1.3% | +73.2% | -74.5% | -5.1% |
| 1Y | -1.9% | +80.3% | -82.2% | -6.3% |
| 3Y | +53.5% | +318.3% | -264.8% | +10.4% |
| All | +53.5% | +307.0% | -253.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling