+4.4%
FICO vs FROG
+198.7%
-194.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.3% | -13.4% | -16.2% |
| 7D | -19.2% | -11.3% | -7.9% | -17.6% |
| 30D | -14.6% | +3.6% | -18.2% | -15.1% |
| 3M | -20.1% | +1.7% | -21.8% | -20.7% |
| 6M | -36.3% | +123.5% | -159.8% | -45.1% |
| YTD | -44.9% | +40.2% | -85.1% | -49.3% |
| 1Y | -38.6% | +81.0% | -119.6% | -46.3% |
| All | +4.4% | +198.7% | -194.2% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling