-23.8%
FICO vs FROG
+176.4%
-200.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.6% | +14.5% | +2.7% |
| 7D | -0.3% | -24.5% | +24.2% | +3.4% |
| 30D | +1.7% | -24.3% | +26.0% | +5.0% |
| 3M | -35.2% | -11.7% | -23.5% | -34.9% |
| 6M | -33.7% | +37.1% | -70.8% | -38.7% |
| YTD | -58.2% | +19.5% | -77.6% | -61.1% |
| 1Y | -56.6% | +61.8% | -118.4% | -61.9% |
| All | -23.8% | +176.4% | -200.1% | -41.0% |
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