+207.5%
FITB vs FROG
+22.5%
+185.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -0.4% | -4.8% | +4.4% | 0.0% |
| 30D | -5.1% | -0.9% | -4.2% | -5.2% |
| 3M | +3.5% | +7.5% | -3.9% | +2.5% |
| 6M | +17.2% | +107.0% | -89.8% | +9.0% |
| YTD | +17.6% | +39.8% | -22.2% | +12.4% |
| 1Y | +23.4% | +74.8% | -51.5% | +14.8% |
| 3Y | +129.7% | +219.3% | -89.5% | +95.9% |
| 5Y | +68.4% | +133.0% | -64.6% | +38.1% |
| All | +207.5% | +22.5% | +185.0% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling