+36.6%
FFIV vs FROG
+83.7%
-47.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | -9.8% | -14.1% | +4.3% | -7.8% |
| 30D | -28.1% | -11.8% | -16.3% | -26.8% |
| 3M | -20.0% | +0.1% | -20.2% | -20.0% |
| 6M | -0.1% | +64.2% | -64.3% | -5.7% |
| YTD | +29.2% | +38.2% | -9.1% | +20.8% |
| 1Y | +36.6% | +85.4% | -48.8% | +29.5% |
| All | +36.6% | +83.7% | -47.1% | +29.5% |
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