+33.8%
FFIV vs FROG
+207.6%
-173.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.2% |
| 7D | -0.5% | +12.5% | -13.0% | -2.7% |
| 30D | -32.4% | +23.5% | -55.9% | -35.7% |
| 3M | -25.7% | +19.4% | -45.1% | -29.1% |
| 6M | -13.5% | +77.0% | -90.5% | -24.0% |
| YTD | +21.1% | +81.9% | -60.8% | +3.5% |
| 1Y | +29.4% | +90.7% | -61.3% | +9.4% |
| 3Y | +94.9% | +328.5% | -233.6% | +27.7% |
| All | +33.8% | +207.6% | -173.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling