-57.9%
FICO vs FROG
+118.5%
-176.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -3.4% |
| 7D | -0.9% | +7.0% | -7.9% | -1.7% |
| 30D | +3.3% | +2.9% | +0.5% | +2.6% |
| 3M | -31.7% | +21.6% | -53.3% | -33.8% |
| 6M | -34.0% | +87.7% | -121.6% | -40.7% |
| YTD | -58.3% | +61.7% | -120.0% | -62.5% |
| 1Y | -57.9% | +113.7% | -171.6% | -63.7% |
| All | -57.9% | +118.5% | -176.5% | -63.7% |
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