+0.8%
FAST vs FROG
+83.7%
-82.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.7% |
| 7D | -0.4% | -11.3% | +10.9% | -0.5% |
| 30D | -0.8% | +3.6% | -4.4% | -0.6% |
| 3M | +5.8% | +1.7% | +4.1% | +6.0% |
| 6M | +8.0% | +123.5% | -115.5% | +8.7% |
| YTD | +25.6% | +40.2% | -14.6% | +25.5% |
| 1Y | +0.8% | +81.0% | -80.2% | +1.4% |
| All | +0.8% | +83.7% | -82.9% | +1.4% |
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 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