+8.0%
FAST vs FROG
+114.1%
-106.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.7% |
| 7D | -0.4% | -11.3% | +10.9% | -0.6% |
| 30D | -0.8% | +3.6% | -4.4% | -0.4% |
| 3M | +5.8% | +1.7% | +4.1% | +6.4% |
| 6M | +8.0% | +123.5% | -115.5% | +5.4% |
| All | +8.0% | +114.1% | -106.1% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling