+38.5%
FAST vs FROG
+72.8%
-34.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | +5.0% | +48.2% | -43.2% | +5.9% |
| 30D | +8.6% | +11.4% | -2.8% | +8.8% |
| 3M | +6.9% | +28.5% | -21.6% | +7.6% |
| 6M | +29.6% | +63.7% | -34.1% | +31.2% |
| YTD | +41.4% | +77.1% | -35.7% | +41.3% |
| 1Y | +38.5% | +79.3% | -40.8% | +38.4% |
| All | +38.5% | +72.8% | -34.3% | +38.4% |
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