-55.8%
FIG vs FROG
+83.7%
-139.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.0% | -3.2% |
| 7D | -16.3% | -11.3% | -5.0% | -12.8% |
| 30D | -14.3% | +3.6% | -18.0% | -15.3% |
| 3M | +7.2% | +1.7% | +5.5% | +6.2% |
| 6M | -18.6% | +123.5% | -142.1% | -35.8% |
| YTD | -35.5% | +40.2% | -75.7% | -45.1% |
| 1Y | -55.8% | +81.0% | -136.8% | -62.9% |
| All | -55.8% | +83.7% | -139.5% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling