+101.2%
FFIV vs FROG
+274.0%
-172.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +35.3% | -35.6% | -5.2% |
| 7D | -8.1% | +7.0% | -15.1% | -9.5% |
| 30D | -33.4% | +2.9% | -36.3% | -34.1% |
| 3M | -24.7% | +21.6% | -46.4% | -27.5% |
| 6M | -8.8% | +87.7% | -96.5% | -17.8% |
| YTD | +21.8% | +61.7% | -39.9% | +10.5% |
| 1Y | +25.3% | +113.7% | -88.4% | +8.9% |
| 3Y | +101.2% | +267.7% | -166.6% | +60.5% |
| All | +101.2% | +274.0% | -172.8% | +60.5% |
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 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