-48.2%
FISV vs FROG
+22.9%
-71.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.9% |
| 7D | -0.3% | -11.3% | +10.9% | +1.1% |
| 30D | -2.1% | +3.6% | -5.7% | -2.7% |
| 3M | -5.7% | +1.7% | -7.4% | -6.4% |
| 6M | -15.3% | +123.5% | -138.9% | -24.2% |
| YTD | -21.1% | +40.2% | -61.3% | -25.8% |
| 1Y | -61.1% | +81.0% | -142.1% | -64.7% |
| 3Y | -56.8% | +194.8% | -251.6% | -64.2% |
| 5Y | -54.2% | +131.8% | -186.0% | -63.0% |
| All | -48.2% | +22.9% | -71.1% | -57.6% |
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