-39.0%
FISV vs FROG
+195.3%
-234.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -3.9% |
| 7D | -2.0% | +48.2% | -50.2% | -7.0% |
| 30D | +31.8% | +11.4% | +20.4% | +28.9% |
| 3M | +19.3% | +28.5% | -9.3% | +14.0% |
| 6M | +12.1% | +63.7% | -51.7% | +3.0% |
| YTD | -8.4% | +77.1% | -85.5% | -18.2% |
| 1Y | -4.5% | +79.3% | -83.8% | -15.0% |
| 3Y | -49.4% | +323.8% | -373.1% | -62.1% |
| 5Y | -39.0% | +198.9% | -237.9% | -54.0% |
| All | -39.0% | +195.3% | -234.3% | -54.0% |
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