-86.3%
FCEL vs FROG
+45.3%
-131.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.7% | -3.2% |
| 7D | -8.3% | +17.0% | -25.3% | -14.9% |
| 30D | -43.0% | +1.3% | -44.3% | -43.8% |
| 3M | -48.2% | +17.5% | -65.6% | -52.9% |
| 6M | -25.0% | +46.8% | -71.7% | -38.5% |
| YTD | +40.6% | +65.8% | -25.2% | +3.8% |
| 1Y | +36.0% | +61.0% | -25.0% | +1.7% |
| 3Y | -66.7% | +296.7% | -363.5% | -87.6% |
| 5Y | -96.7% | +177.8% | -274.5% | -98.6% |
| All | -86.3% | +45.3% | -131.6% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling