+67.1%
FDX vs FROG
+129.7%
-62.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.2% |
| 7D | -2.5% | -11.3% | +8.8% | -1.4% |
| 30D | +3.8% | +3.6% | +0.2% | +3.1% |
| 3M | -1.3% | +1.7% | -3.0% | -2.2% |
| 6M | +5.0% | +123.5% | -118.5% | -6.1% |
| YTD | +39.6% | +40.2% | -0.6% | +31.3% |
| 1Y | +81.1% | +81.0% | +0.1% | +62.4% |
| 3Y | +63.0% | +194.8% | -131.7% | +27.4% |
| All | +67.1% | +129.7% | -62.6% | +27.1% |
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 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