+69.0%
FICO vs FROG
+53.7%
+15.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.2% |
| 7D | +4.0% | +26.8% | -22.9% | -1.4% |
| 30D | -1.5% | +10.6% | -12.1% | -4.6% |
| 3M | -29.8% | +27.2% | -57.0% | -34.2% |
| 6M | -33.3% | +58.7% | -91.9% | -40.8% |
| YTD | -56.9% | +75.3% | -132.2% | -63.4% |
| 1Y | -59.5% | +71.1% | -130.5% | -65.5% |
| 3Y | -26.9% | +319.6% | -346.5% | -51.7% |
| 5Y | +92.9% | +195.7% | -102.7% | +26.8% |
| All | +69.0% | +53.7% | +15.4% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling