-77.9%
FCEL vs FROG
+22.5%
-100.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -7.0% |
| 7D | +15.1% | -4.8% | +19.9% | +17.3% |
| 30D | -16.4% | -0.9% | -15.5% | -17.0% |
| 3M | -5.3% | +7.5% | -12.7% | -8.1% |
| 6M | +124.5% | +107.0% | +17.5% | +59.5% |
| YTD | +126.7% | +39.8% | +86.9% | +82.8% |
| 1Y | +219.9% | +74.8% | +145.1% | +127.0% |
| 3Y | -61.6% | +219.3% | -280.9% | -84.0% |
| 5Y | -90.5% | +133.0% | -223.5% | -95.5% |
| All | -77.9% | +22.5% | -100.4% | -86.4% |
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 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