+67.0%
FICO vs FROG
+59.4%
+7.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | +2.2% | +12.5% | -10.3% | +0.1% |
| 30D | +0.1% | +23.5% | -23.5% | -5.0% |
| 3M | -35.2% | +19.4% | -54.5% | -38.5% |
| 6M | -32.4% | +77.0% | -109.4% | -41.3% |
| YTD | -57.4% | +81.9% | -139.3% | -64.1% |
| 1Y | -58.5% | +90.7% | -149.2% | -65.5% |
| 3Y | -28.9% | +328.5% | -357.4% | -53.2% |
| 5Y | +91.7% | +207.0% | -115.3% | +25.2% |
| All | +67.0% | +59.4% | +7.6% | +16.5% |
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 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