+215.4%
FFIV vs FROG
+21.7%
+193.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.5% | -5.5% | +4.0% | -0.7% |
| 30D | -2.7% | -3.1% | +0.5% | -2.4% |
| 3M | -1.7% | +1.2% | -2.9% | -2.5% |
| 6M | +36.1% | +113.7% | -77.5% | +19.3% |
| YTD | +52.6% | +38.9% | +13.8% | +41.3% |
| 1Y | +21.5% | +72.0% | -50.5% | +7.9% |
| 3Y | +142.7% | +217.1% | -74.4% | +86.6% |
| 5Y | +92.6% | +130.6% | -38.0% | +44.0% |
| All | +215.4% | +21.7% | +193.7% | +133.8% |
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