+52.1%
FDX vs FROG
+72.4%
-20.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +1.2% |
| 7D | -2.1% | +26.8% | -28.9% | -0.9% |
| 30D | +10.4% | +10.6% | -0.2% | +11.3% |
| 3M | +0.5% | +27.2% | -26.7% | +1.8% |
| 6M | +6.5% | +58.7% | -52.2% | +8.8% |
| YTD | +40.2% | +75.3% | -35.1% | +44.3% |
| 1Y | +52.1% | +71.1% | -19.0% | +57.1% |
| All | +52.1% | +72.4% | -20.3% | +57.1% |
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