+116.2%
FICO vs FROG
+22.9%
+93.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.3% | -13.4% | -16.0% |
| 7D | -19.2% | -11.3% | -7.9% | -17.2% |
| 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% | -47.0% |
| YTD | -44.9% | +40.2% | -85.1% | -50.3% |
| 1Y | -38.6% | +81.0% | -119.6% | -48.0% |
| 3Y | +4.0% | +194.8% | -190.8% | -25.1% |
| 5Y | +99.5% | +131.8% | -32.3% | +39.5% |
| All | +116.2% | +22.9% | +93.3% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling