-49.6%
FISV vs FROG
+22.3%
-71.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | 0.0% | +1.3% | -1.3% | -0.3% |
| 3M | -2.8% | +11.1% | -13.9% | -4.5% |
| 6M | -11.8% | +108.3% | -120.1% | -20.4% |
| YTD | -23.2% | +39.6% | -62.8% | -27.8% |
| 1Y | -62.0% | +74.7% | -136.7% | -65.4% |
| 3Y | -57.6% | +224.1% | -281.7% | -65.2% |
| 5Y | -53.4% | +138.4% | -191.8% | -62.4% |
| All | -49.6% | +22.3% | -71.9% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling