+37.5%
FCEL vs FROG
+85.3%
-47.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.5% |
| 7D | -2.8% | +12.5% | -15.3% | -6.7% |
| 30D | -31.6% | +23.5% | -55.2% | -36.9% |
| 3M | -52.4% | +19.4% | -71.8% | -55.7% |
| 6M | -51.4% | +77.0% | -128.4% | -58.6% |
| YTD | +32.4% | +81.9% | -49.5% | +5.1% |
| 1Y | +37.5% | +90.7% | -53.2% | +12.0% |
| All | +37.5% | +85.3% | -47.8% | +12.0% |
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