+70.6%
FDX vs FROG
+41.7%
+28.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +35.3% | -38.1% | -5.7% |
| 7D | -1.6% | +7.0% | -8.6% | -2.7% |
| 30D | +6.6% | +2.9% | +3.7% | +5.7% |
| 3M | -2.1% | +21.6% | -23.7% | -4.8% |
| 6M | +2.2% | +87.7% | -85.5% | -6.0% |
| YTD | +33.9% | +61.7% | -27.7% | +23.8% |
| 1Y | +50.2% | +113.7% | -63.4% | +32.9% |
| 3Y | +65.5% | +267.7% | -202.2% | +30.1% |
| 5Y | +74.1% | +158.8% | -84.7% | +34.9% |
| All | +70.6% | +41.7% | +28.9% | +38.9% |
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