+65.8%
FDX vs FROG
+198.7%
-132.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.4% |
| 7D | -2.5% | -11.3% | +8.8% | -2.0% |
| 30D | +3.8% | +3.6% | +0.2% | +3.5% |
| 3M | -1.3% | +1.7% | -3.0% | -1.7% |
| 6M | +5.0% | +123.5% | -118.5% | -0.9% |
| YTD | +39.6% | +40.2% | -0.6% | +35.8% |
| 1Y | +81.1% | +81.0% | +0.1% | +70.5% |
| All | +65.8% | +198.7% | -132.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling