-89.7%
FCEL vs FROG
+125.4%
-215.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.0% | +19.8% | +19.2% |
| 7D | +4.0% | -5.5% | +9.5% | +6.2% |
| 30D | -13.1% | -3.1% | -10.0% | -12.8% |
| 3M | +14.6% | +1.2% | +13.3% | +13.6% |
| 6M | +133.7% | +113.7% | +20.0% | +67.2% |
| YTD | +143.0% | +38.9% | +104.1% | +99.4% |
| 1Y | +320.9% | +72.0% | +248.9% | +206.9% |
| 3Y | -58.9% | +217.1% | -276.0% | -83.0% |
| 5Y | -89.7% | +130.6% | -220.3% | -94.9% |
| All | -89.7% | +125.4% | -215.0% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling