+34.2%
FFIV vs FROG
+72.4%
-38.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | 0.0% |
| 7D | -2.9% | +26.8% | -29.8% | -6.8% |
| 30D | -32.4% | +10.6% | -43.0% | -33.6% |
| 3M | -22.7% | +27.2% | -49.9% | -25.8% |
| 6M | -10.7% | +58.7% | -69.4% | -17.6% |
| YTD | +25.4% | +75.3% | -50.0% | +13.0% |
| 1Y | +34.2% | +71.1% | -36.9% | +21.3% |
| All | +34.2% | +72.4% | -38.2% | +21.3% |
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