-57.7%
FISV vs FROG
+133.6%
-191.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -6.4% | -4.8% | -1.6% | -5.8% |
| 30D | -6.8% | -0.9% | -5.9% | -6.9% |
| 3M | -10.0% | +7.5% | -17.4% | -11.4% |
| 6M | -20.6% | +107.0% | -127.6% | -29.6% |
| YTD | -27.6% | +39.8% | -67.4% | -32.7% |
| 1Y | -64.3% | +74.8% | -139.2% | -68.1% |
| 3Y | -60.0% | +219.3% | -279.3% | -68.9% |
| 5Y | -57.7% | +133.0% | -190.7% | -66.8% |
| All | -57.7% | +133.6% | -191.3% | -66.8% |
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