+101.7%
FE vs FROG
+22.9%
+78.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | +1.9% | -11.3% | +13.2% | +2.0% |
| 30D | -1.2% | +3.6% | -4.8% | -1.2% |
| 3M | +3.5% | +1.7% | +1.8% | +3.5% |
| 6M | -6.1% | +123.5% | -129.6% | -6.7% |
| YTD | +7.6% | +40.2% | -32.6% | +7.3% |
| 1Y | +11.9% | +81.0% | -69.1% | +11.1% |
| 3Y | +48.4% | +194.8% | -146.3% | +44.8% |
| 5Y | +44.8% | +131.8% | -87.0% | +40.3% |
| All | +101.7% | +22.9% | +78.8% | +102.0% |
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