-59.7%
FICO vs FROG
+72.8%
-132.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | +1.4% | +48.2% | -46.8% | -2.0% |
| 30D | -0.8% | +11.4% | -12.2% | -1.8% |
| 3M | -31.3% | +28.5% | -59.8% | -33.4% |
| 6M | -33.9% | +63.7% | -97.7% | -38.4% |
| YTD | -57.6% | +77.1% | -134.6% | -62.0% |
| 1Y | -59.7% | +79.3% | -139.0% | -63.6% |
| All | -59.7% | +72.8% | -132.5% | -63.6% |
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 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