-38.8%
FIS vs FROG
+335.2%
-374.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.4% | +4.1% |
| 7D | +2.8% | +12.5% | -9.7% | +2.4% |
| 30D | -16.7% | +23.5% | -40.3% | -17.4% |
| 3M | -32.3% | +19.4% | -51.7% | -32.9% |
| 6M | -29.1% | +77.0% | -106.1% | -31.2% |
| YTD | -54.1% | +81.9% | -136.0% | -55.9% |
| 1Y | -53.7% | +90.7% | -144.4% | -55.7% |
| 3Y | -38.8% | +328.5% | -367.4% | -48.0% |
| All | -38.8% | +335.2% | -374.1% | -48.0% |
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