+173.5%
FCEL vs FROG
+76.4%
+97.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.3% |
| 7D | +6.3% | -2.2% | +8.4% | +6.7% |
| 30D | -18.8% | +3.0% | -21.8% | -19.7% |
| 3M | -3.8% | +10.3% | -14.1% | -5.7% |
| 6M | +121.1% | +116.7% | +4.4% | +91.1% |
| YTD | +113.3% | +41.9% | +71.3% | +89.2% |
| 1Y | +173.5% | +78.5% | +95.0% | +154.2% |
| All | +173.5% | +76.4% | +97.1% | +154.2% |
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 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