+143.4%
F vs FROG
+4.7%
+138.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.6% | +12.5% | +0.3% |
| 7D | +1.4% | -24.5% | +25.9% | +4.2% |
| 30D | +2.0% | -24.3% | +26.3% | +4.6% |
| 3M | -10.4% | -11.7% | +1.4% | -10.0% |
| 6M | +9.7% | +37.1% | -27.4% | +3.1% |
| YTD | -1.2% | +19.5% | -20.7% | -6.8% |
| 1Y | 0.0% | +61.8% | -61.8% | -10.5% |
| 3Y | +41.1% | +178.1% | -137.0% | +10.0% |
| 5Y | -11.4% | +91.2% | -102.7% | -33.1% |
| All | +143.4% | +4.7% | +138.7% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling