-78.0%
FIS vs FROG
+55.2%
-133.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -6.2% |
| 7D | -3.5% | +48.2% | -51.7% | -7.2% |
| 30D | -19.4% | +11.4% | -30.8% | -20.7% |
| 3M | -31.6% | +28.5% | -60.1% | -33.8% |
| 6M | -32.5% | +63.7% | -96.3% | -36.7% |
| YTD | -56.0% | +77.1% | -133.0% | -59.6% |
| 1Y | -55.5% | +79.3% | -134.9% | -59.3% |
| 3Y | -41.3% | +323.8% | -365.1% | -54.1% |
| 5Y | -72.3% | +198.9% | -271.2% | -78.9% |
| All | -78.0% | +55.2% | -133.1% | -83.1% |
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