+151.6%
FFIV vs FROG
+41.7%
+109.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +35.3% | -35.6% | -5.7% |
| 7D | -8.1% | +7.0% | -15.1% | -9.8% |
| 30D | -33.4% | +2.9% | -36.3% | -34.3% |
| 3M | -24.7% | +21.6% | -46.4% | -28.0% |
| 6M | -8.8% | +87.7% | -96.5% | -19.2% |
| YTD | +21.8% | +61.7% | -39.9% | +8.9% |
| 1Y | +25.3% | +113.7% | -88.4% | +6.4% |
| 3Y | +101.2% | +267.7% | -166.6% | +50.0% |
| 5Y | +40.2% | +158.8% | -118.6% | +1.5% |
| All | +151.6% | +41.7% | +109.9% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling