-69.7%
FIS vs FROG
+21.7%
-91.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.8% |
| 7D | -3.5% | -5.5% | +2.0% | -2.9% |
| 30D | -7.8% | -3.1% | -4.7% | -7.7% |
| 3M | +0.8% | +1.2% | -0.4% | +0.2% |
| 6M | -21.9% | +113.7% | -135.6% | -29.2% |
| YTD | -39.5% | +38.9% | -78.3% | -42.8% |
| 1Y | -41.0% | +72.0% | -113.0% | -46.0% |
| 3Y | -23.6% | +217.1% | -240.7% | -38.2% |
| 5Y | -65.6% | +130.6% | -196.2% | -73.1% |
| All | -69.7% | +21.7% | -91.4% | -76.1% |
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 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