+691.6%
FANG vs FROG
+22.3%
+669.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +2.6% | +1.3% | +1.3% | +2.4% |
| 3M | +7.6% | +11.1% | -3.5% | +6.5% |
| 6M | +17.3% | +108.3% | -91.0% | +11.2% |
| YTD | +38.7% | +39.6% | -0.9% | +34.3% |
| 1Y | +51.6% | +74.7% | -23.1% | +43.7% |
| 3Y | +50.0% | +224.1% | -174.1% | +33.5% |
| 5Y | +237.6% | +138.4% | +99.2% | +196.3% |
| All | +691.6% | +22.3% | +669.3% | +588.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling