-41.0%
FIS vs FROG
+73.6%
-114.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.9% |
| 7D | -3.5% | -5.5% | +2.0% | -3.3% |
| 30D | -7.8% | -3.1% | -4.7% | -7.9% |
| 3M | +0.8% | +1.2% | -0.4% | +0.8% |
| 6M | -21.9% | +113.7% | -135.6% | -24.5% |
| YTD | -39.5% | +38.9% | -78.3% | -40.5% |
| 1Y | -41.0% | +72.0% | -113.0% | -42.3% |
| All | -41.0% | +73.6% | -114.6% | -42.3% |
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