-63.0%
FISV vs FROG
+76.4%
-139.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -7.2% | -2.2% | -5.0% | -7.0% |
| 30D | -7.2% | +3.0% | -10.2% | -7.7% |
| 3M | -8.2% | +10.3% | -18.5% | -9.7% |
| 6M | -17.7% | +116.7% | -134.4% | -27.3% |
| YTD | -27.2% | +41.9% | -69.1% | -30.9% |
| 1Y | -63.0% | +78.5% | -141.5% | -65.2% |
| All | -63.0% | +76.4% | -139.4% | -65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling