-83.7%
FIG vs FROG
+119.7%
-203.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +35.3% | -33.3% | -8.5% |
| 7D | -13.1% | +7.0% | -20.1% | -15.7% |
| 30D | -13.0% | +2.9% | -15.9% | -14.8% |
| 3M | -21.5% | +21.6% | -43.1% | -27.3% |
| 6M | -2.5% | +87.7% | -90.1% | -19.7% |
| YTD | -49.7% | +61.7% | -111.3% | -59.3% |
| 1Y | -59.1% | +113.7% | -172.8% | -67.5% |
| All | -83.7% | +119.7% | -203.4% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling