+42.9%
FANG vs FROG
+83.7%
-40.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.9% |
| 7D | +0.8% | -11.3% | +12.1% | +0.5% |
| 30D | +7.6% | +3.6% | +4.0% | +7.8% |
| 3M | -1.3% | +1.7% | -3.0% | -1.1% |
| 6M | +14.7% | +123.5% | -108.9% | +15.7% |
| YTD | +34.8% | +40.2% | -5.5% | +35.8% |
| 1Y | +42.9% | +81.0% | -38.1% | +39.6% |
| All | +42.9% | +83.7% | -40.8% | +39.6% |
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