-70.8%
FIS vs FROG
+207.6%
-278.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.4% | +3.9% |
| 7D | +2.8% | +12.5% | -9.7% | +1.6% |
| 30D | -16.7% | +23.5% | -40.3% | -19.1% |
| 3M | -32.3% | +19.4% | -51.7% | -34.2% |
| 6M | -29.1% | +77.0% | -106.1% | -34.7% |
| YTD | -54.1% | +81.9% | -136.0% | -58.7% |
| 1Y | -53.7% | +90.7% | -144.4% | -58.7% |
| 3Y | -38.8% | +328.5% | -367.4% | -55.9% |
| All | -70.8% | +207.6% | -278.4% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling