+22.6%
FITB vs FROG
+83.7%
-61.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | +0.6% | -11.3% | +11.9% | +0.7% |
| 30D | -4.7% | +3.6% | -8.4% | -4.7% |
| 3M | +6.7% | +1.7% | +5.0% | +6.8% |
| 6M | +12.6% | +123.5% | -111.0% | +11.0% |
| YTD | +19.1% | +40.2% | -21.1% | +18.1% |
| 1Y | +22.6% | +81.0% | -58.4% | +18.8% |
| All | +22.6% | +83.7% | -61.1% | +18.8% |
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 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