+34.3%
FANG vs FROG
+83.7%
-49.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.9% |
| 7D | -11.3% | -14.1% | +2.7% | -11.5% |
| 30D | -0.7% | -11.8% | +11.1% | -0.7% |
| 3M | -4.2% | +0.1% | -4.3% | -3.9% |
| 6M | -13.5% | +64.2% | -77.7% | -12.6% |
| YTD | +23.7% | +38.2% | -14.5% | +25.1% |
| 1Y | +34.3% | +85.4% | -51.1% | +33.0% |
| All | +34.3% | +83.7% | -49.4% | +33.0% |
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