+188.2%
FAST vs FROG
+51.8%
+136.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +2.5% |
| 7D | +3.8% | +27.1% | -23.3% | +2.0% |
| 30D | +8.1% | +5.8% | +2.3% | +7.2% |
| 3M | +5.8% | +20.8% | -15.0% | +3.8% |
| 6M | +24.9% | +53.3% | -28.5% | +19.8% |
| YTD | +38.9% | +73.2% | -34.3% | +30.7% |
| 1Y | +36.5% | +80.3% | -43.8% | +27.7% |
| 3Y | +98.1% | +318.3% | -220.2% | +64.8% |
| 5Y | +109.3% | +179.9% | -70.6% | +74.4% |
| All | +188.2% | +51.8% | +136.4% | +151.3% |
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