+179.3%
FAST vs FROG
+4.7%
+174.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.6% | +13.0% | +0.3% |
| 7D | +0.7% | -24.5% | +25.2% | +2.4% |
| 30D | +4.6% | -24.3% | +28.9% | +6.3% |
| 3M | +6.4% | -11.7% | +18.1% | +6.6% |
| 6M | +20.6% | +37.1% | -16.5% | +16.1% |
| YTD | +34.7% | +19.5% | +15.2% | +30.0% |
| 1Y | +29.7% | +61.8% | -32.1% | +21.1% |
| 3Y | +89.9% | +178.1% | -88.2% | +62.7% |
| 5Y | +105.0% | +91.2% | +13.7% | +75.5% |
| All | +179.3% | +4.7% | +174.6% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling