-83.2%
FIG vs FROG
+135.3%
-218.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.1% | -4.0% | +1.0% |
| 7D | -12.6% | +27.1% | -39.7% | -19.5% |
| 30D | -13.8% | +5.8% | -19.6% | -16.2% |
| 3M | -16.7% | +20.8% | -37.5% | -22.6% |
| 6M | -6.1% | +53.3% | -59.4% | -18.5% |
| YTD | -48.1% | +73.2% | -121.3% | -58.9% |
| 1Y | -56.2% | +80.3% | -136.5% | -65.4% |
| All | -83.2% | +135.3% | -218.5% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling