-80.1%
FCEL vs FROG
+22.9%
-103.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.3% |
| 7D | -15.8% | -11.3% | -4.5% | -11.7% |
| 30D | -29.3% | +3.6% | -32.9% | -31.1% |
| 3M | -30.1% | +1.7% | -31.8% | -30.8% |
| 6M | +74.4% | +123.5% | -49.1% | +19.8% |
| YTD | +104.5% | +40.2% | +64.3% | +64.9% |
| 1Y | +281.4% | +81.0% | +200.4% | +166.3% |
| 3Y | -66.1% | +194.8% | -260.9% | -85.1% |
| 5Y | -91.9% | +131.8% | -223.7% | -96.2% |
| All | -80.1% | +22.9% | -103.0% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling