-70.9%
FCEL vs FROG
+274.0%
-344.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +35.3% | -23.8% | +3.4% |
| 7D | -11.2% | +7.0% | -18.2% | -13.2% |
| 30D | -45.8% | +2.9% | -48.7% | -46.5% |
| 3M | -51.0% | +21.6% | -72.6% | -53.4% |
| 6M | -22.2% | +87.7% | -109.9% | -30.9% |
| YTD | +36.3% | +61.7% | -25.4% | +20.8% |
| 1Y | +29.0% | +113.7% | -84.7% | +10.5% |
| 3Y | -70.9% | +267.7% | -338.6% | -81.9% |
| All | -70.9% | +274.0% | -344.9% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling