+101.7%
FICO vs FROG
+129.7%
-28.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.3% | -13.4% | -16.0% |
| 7D | -19.2% | -11.3% | -7.9% | -17.1% |
| 30D | -14.6% | +3.6% | -18.2% | -15.3% |
| 3M | -20.1% | +1.7% | -21.8% | -21.1% |
| 6M | -36.3% | +123.5% | -159.8% | -47.7% |
| YTD | -44.9% | +40.2% | -85.1% | -50.6% |
| 1Y | -38.6% | +81.0% | -119.6% | -48.7% |
| 3Y | +4.0% | +194.8% | -190.8% | -27.9% |
| All | +101.7% | +129.7% | -28.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling