+0.5%
FERG vs FROG
+74.0%
-73.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | -8.9% | +1.3% | -10.2% | -8.9% |
| 3M | -2.0% | +11.1% | -13.1% | -2.1% |
| 6M | -3.2% | +108.3% | -111.5% | -5.0% |
| YTD | +1.5% | +39.6% | -38.1% | 0.0% |
| 1Y | +0.5% | +74.7% | -74.3% | -3.3% |
| All | +0.5% | +74.0% | -73.5% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling