+300.6%
FCX vs FROG
+51.8%
+248.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +3.9% |
| 7D | -1.0% | +27.1% | -28.1% | -4.8% |
| 30D | -15.2% | +5.8% | -21.1% | -16.6% |
| 3M | -10.3% | +20.8% | -31.1% | -13.7% |
| 6M | +1.6% | +53.3% | -51.8% | -6.2% |
| YTD | +23.9% | +73.2% | -49.3% | +10.3% |
| 1Y | +58.0% | +80.3% | -22.3% | +39.6% |
| 3Y | +94.6% | +318.3% | -223.7% | +42.9% |
| 5Y | +70.4% | +179.9% | -109.5% | +24.3% |
| All | +300.6% | +51.8% | +248.8% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling