-56.4%
FICO vs FROG
+83.7%
-140.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.0% |
| 7D | +0.4% | -14.1% | +14.5% | +2.0% |
| 30D | +1.7% | -11.8% | +13.4% | +2.6% |
| 3M | -33.0% | +0.1% | -33.2% | -33.7% |
| 6M | -33.9% | +64.2% | -98.1% | -39.8% |
| YTD | -58.5% | +38.2% | -96.8% | -62.0% |
| 1Y | -56.4% | +85.4% | -141.8% | -61.8% |
| All | -56.4% | +83.7% | -140.1% | -61.8% |
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 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