-71.4%
FIS vs FROG
+160.8%
-232.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +35.3% | -37.6% | -5.7% |
| 7D | -25.5% | +7.0% | -32.5% | -26.4% |
| 30D | -15.1% | +2.9% | -17.9% | -15.9% |
| 3M | -32.1% | +21.6% | -53.7% | -34.4% |
| 6M | -36.1% | +87.7% | -123.7% | -42.1% |
| YTD | -55.4% | +61.7% | -117.1% | -59.3% |
| 1Y | -53.9% | +113.7% | -167.6% | -60.0% |
| 3Y | -39.8% | +267.7% | -307.5% | -55.5% |
| All | -71.4% | +160.8% | -232.2% | -78.9% |
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