+158.1%
FERG vs FROG
+24.4%
+133.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -11.8% | +3.0% | -14.8% | -12.2% |
| 3M | -1.2% | +10.3% | -11.5% | -2.6% |
| 6M | -2.3% | +116.7% | -119.0% | -10.8% |
| YTD | +0.8% | +41.9% | -41.1% | -4.6% |
| 1Y | +0.5% | +78.5% | -78.0% | -8.0% |
| 3Y | +51.4% | +224.1% | -172.8% | +25.8% |
| 5Y | +67.5% | +142.4% | -74.9% | +35.9% |
| All | +158.1% | +24.4% | +133.7% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling