-86.3%
FCEL vs FROG
+55.2%
-141.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.8% |
| 7D | +14.8% | +48.2% | -33.4% | -4.1% |
| 30D | -33.9% | +11.4% | -45.3% | -37.5% |
| 3M | -52.7% | +28.5% | -81.2% | -58.6% |
| 6M | -40.0% | +63.7% | -103.8% | -52.9% |
| YTD | +40.2% | +77.1% | -36.9% | +0.7% |
| 1Y | +32.9% | +79.3% | -46.4% | -5.0% |
| 3Y | -66.8% | +323.8% | -390.6% | -88.0% |
| 5Y | -97.0% | +198.9% | -295.9% | -98.7% |
| All | -86.3% | +55.2% | -141.5% | -92.5% |
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