+34.1%
FITB vs FROG
+83.7%
-49.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | +2.3% | -14.1% | +16.4% | +2.3% |
| 30D | +7.7% | -11.8% | +19.5% | +7.7% |
| 3M | -4.5% | +0.1% | -4.6% | -4.4% |
| 6M | +12.5% | +64.2% | -51.7% | +12.6% |
| YTD | +19.8% | +38.2% | -18.5% | +19.1% |
| 1Y | +34.1% | +85.4% | -51.2% | +31.2% |
| All | +34.1% | +83.7% | -49.6% | +31.2% |
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