+77.8%
FDX vs FROG
+22.9%
+54.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -1.3% | +1.7% | -3.0% | -2.1% |
| 6M | +5.0% | +123.5% | -118.5% | -5.2% |
| YTD | +39.6% | +40.2% | -0.6% | +31.8% |
| 1Y | +81.1% | +81.0% | +0.1% | +64.0% |
| 3Y | +63.0% | +194.8% | -131.7% | +32.0% |
| 5Y | +65.6% | +131.8% | -66.2% | +30.5% |
| All | +77.8% | +22.9% | +54.9% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling