+90.1%
FAST vs FROG
+198.7%
-108.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | -0.4% | -11.3% | +10.9% | 0.0% |
| 30D | -0.8% | +3.6% | -4.4% | -0.9% |
| 3M | +5.8% | +1.7% | +4.1% | +5.6% |
| 6M | +8.0% | +123.5% | -115.5% | +3.7% |
| YTD | +25.6% | +40.2% | -14.6% | +23.1% |
| 1Y | +0.8% | +81.0% | -80.2% | -3.1% |
| All | +90.1% | +198.7% | -108.6% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling