-80.3%
FIG vs FROG
+88.7%
-169.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.4% |
| 7D | -16.4% | -5.5% | -10.9% | -14.8% |
| 30D | -2.3% | -3.1% | +0.8% | -1.3% |
| 3M | +7.8% | +1.2% | +6.6% | +7.2% |
| 6M | -21.8% | +113.7% | -135.5% | -35.7% |
| YTD | -39.1% | +38.9% | -78.0% | -47.5% |
| 1Y | -56.6% | +72.0% | -128.6% | -63.3% |
| All | -80.3% | +88.7% | -169.0% | -83.2% |
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