+76.9%
FICO vs FROG
+160.8%
-83.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +35.3% | -35.7% | -6.6% |
| 7D | -0.9% | +7.0% | -7.9% | -3.3% |
| 30D | +3.3% | +2.9% | +0.5% | +1.2% |
| 3M | -31.7% | +21.6% | -53.3% | -35.8% |
| 6M | -34.0% | +87.7% | -121.6% | -44.5% |
| YTD | -58.3% | +61.7% | -120.0% | -64.5% |
| 1Y | -57.9% | +113.7% | -171.6% | -66.7% |
| 3Y | -24.1% | +267.7% | -291.8% | -51.2% |
| All | +76.9% | +160.8% | -83.9% | +8.3% |
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 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