+42.4%
FCEL vs FROG
+83.7%
-41.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -5.4% |
| 7D | -14.9% | -14.1% | -0.8% | -11.5% |
| 30D | -41.7% | -11.8% | -29.9% | -39.7% |
| 3M | -53.2% | +0.1% | -53.3% | -53.2% |
| 6M | -19.0% | +64.2% | -83.3% | -24.9% |
| YTD | +44.2% | +38.2% | +6.0% | +29.0% |
| 1Y | +42.4% | +85.4% | -43.0% | +31.0% |
| All | +42.4% | +83.7% | -41.3% | +31.0% |
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 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