+36.0%
FCEL vs FROG
+70.9%
-35.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.3% | -0.7% | -3.5% |
| 7D | -8.3% | +17.0% | -25.3% | -13.6% |
| 30D | -43.0% | +1.3% | -44.3% | -43.8% |
| 3M | -48.2% | +17.5% | -65.6% | -51.4% |
| 6M | -25.0% | +46.8% | -71.7% | -32.9% |
| YTD | +40.6% | +65.8% | -25.2% | +15.2% |
| 1Y | +36.0% | +61.0% | -25.0% | +14.7% |
| All | +36.0% | +70.9% | -35.0% | +14.7% |
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