-57.0%
FIG vs FROG
+72.8%
-129.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +2.6% | +48.2% | -45.6% | -12.7% |
| 30D | -13.1% | +11.4% | -24.5% | -17.2% |
| 3M | -20.3% | +28.5% | -48.9% | -28.7% |
| 6M | -2.1% | +63.7% | -65.9% | -20.1% |
| YTD | -49.4% | +77.1% | -126.4% | -61.7% |
| 1Y | -57.0% | +79.3% | -136.3% | -68.0% |
| All | -57.0% | +72.8% | -129.8% | -68.0% |
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