+58.8%
FDX vs FROG
+70.9%
-12.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.1% |
| 7D | +0.5% | +17.0% | -16.6% | +1.4% |
| 30D | +9.5% | +1.3% | +8.2% | +10.1% |
| 3M | -1.3% | +17.5% | -18.8% | -0.2% |
| 6M | +5.5% | +46.8% | -41.2% | +7.6% |
| YTD | +38.9% | +65.8% | -26.9% | +42.8% |
| 1Y | +58.8% | +61.0% | -2.2% | +64.0% |
| All | +58.8% | +70.9% | -12.1% | +64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling