+103.2%
FE vs FROG
+4.7%
+98.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.6% | +13.4% | -0.2% |
| 7D | +0.6% | -24.5% | +25.1% | +0.5% |
| 30D | +6.4% | -24.3% | +30.7% | +6.4% |
| 3M | -0.5% | -11.7% | +11.2% | -0.5% |
| 6M | +4.7% | +37.1% | -32.4% | +4.3% |
| YTD | +8.4% | +19.5% | -11.1% | +8.0% |
| 1Y | +7.2% | +61.8% | -54.6% | +6.3% |
| 3Y | +44.9% | +178.1% | -133.2% | +41.1% |
| 5Y | +46.3% | +91.2% | -44.9% | +41.9% |
| All | +103.2% | +4.7% | +98.5% | +103.4% |
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