-96.9%
FCEL vs FROG
+160.8%
-257.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +35.3% | -23.8% | -2.8% |
| 7D | -11.2% | +7.0% | -18.2% | -14.5% |
| 30D | -45.8% | +2.9% | -48.7% | -46.9% |
| 3M | -51.0% | +21.6% | -72.6% | -56.0% |
| 6M | -22.2% | +87.7% | -109.9% | -42.1% |
| YTD | +36.3% | +61.7% | -25.4% | +3.1% |
| 1Y | +29.0% | +113.7% | -84.7% | -15.9% |
| 3Y | -70.9% | +267.7% | -338.6% | -89.0% |
| All | -96.9% | +160.8% | -257.7% | -98.6% |
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