-51.1%
FIS vs FROG
+83.7%
-134.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.4% | -21.2% | -23.6% |
| 7D | -18.4% | -14.1% | -4.4% | -18.3% |
| 30D | -11.4% | -11.8% | +0.4% | -11.3% |
| 3M | -32.0% | +0.1% | -32.1% | -32.2% |
| 6M | -35.6% | +64.2% | -99.8% | -36.5% |
| YTD | -53.8% | +38.2% | -92.0% | -54.6% |
| 1Y | -51.1% | +85.4% | -136.5% | -52.1% |
| All | -51.1% | +83.7% | -134.8% | -52.1% |
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