-51.7%
FIG vs FROG
+83.7%
-135.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +6.0% |
| 7D | -4.7% | -14.1% | +9.4% | -0.1% |
| 30D | +0.5% | -11.8% | +12.3% | +3.9% |
| 3M | -18.4% | +0.1% | -18.5% | -19.3% |
| 6M | +10.9% | +64.2% | -53.3% | -4.4% |
| YTD | -40.8% | +38.2% | -79.0% | -50.2% |
| 1Y | -51.7% | +85.4% | -137.1% | -59.5% |
| All | -51.7% | +83.7% | -135.4% | -59.5% |
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 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