+70.0%
FDX vs FROG
+160.8%
-90.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +35.3% | -38.1% | -5.7% |
| 7D | -1.6% | +7.0% | -8.6% | -2.6% |
| 30D | +6.6% | +2.9% | +3.7% | +5.7% |
| 3M | -2.1% | +21.6% | -23.7% | -4.9% |
| 6M | +2.2% | +87.7% | -85.5% | -6.5% |
| YTD | +33.9% | +61.7% | -27.7% | +23.3% |
| 1Y | +50.2% | +113.7% | -63.4% | +31.5% |
| 3Y | +65.5% | +267.7% | -202.2% | +24.7% |
| All | +70.0% | +160.8% | -90.8% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling