-67.8%
FIS vs FROG
+22.9%
-90.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | +1.1% | -11.3% | +12.4% | +2.2% |
| 30D | -2.2% | +3.6% | -5.9% | -2.8% |
| 3M | +2.1% | +1.7% | +0.5% | +1.4% |
| 6M | -14.7% | +123.5% | -138.2% | -23.0% |
| YTD | -35.7% | +40.2% | -76.0% | -39.3% |
| 1Y | -37.1% | +81.0% | -118.1% | -42.7% |
| 3Y | -20.0% | +194.8% | -214.8% | -34.6% |
| 5Y | -62.1% | +131.8% | -193.9% | -70.4% |
| All | -67.8% | +22.9% | -90.7% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling