+55.0%
FERG vs FROG
+202.6%
-147.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +3.4% | -5.5% | +8.9% | +3.9% |
| 30D | -11.5% | -3.1% | -8.4% | -11.4% |
| 3M | +1.3% | +1.2% | 0.0% | +0.8% |
| 6M | -1.0% | +113.7% | -114.6% | -9.0% |
| YTD | +3.2% | +38.9% | -35.6% | -1.4% |
| 1Y | -3.0% | +72.0% | -74.9% | -10.5% |
| 3Y | +55.0% | +217.1% | -162.1% | +29.9% |
| All | +55.0% | +202.6% | -147.6% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling