+143.8%
FITB vs FROG
+307.0%
-163.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +2.1% |
| 7D | -1.1% | +27.1% | -28.2% | -2.5% |
| 30D | +7.3% | +5.8% | +1.5% | +6.8% |
| 3M | -4.0% | +20.8% | -24.8% | -5.4% |
| 6M | +11.9% | +53.3% | -41.4% | +8.1% |
| YTD | +19.0% | +73.2% | -54.2% | +13.0% |
| 1Y | +31.0% | +80.3% | -49.3% | +23.7% |
| 3Y | +143.8% | +318.3% | -174.5% | +79.8% |
| All | +143.8% | +307.0% | -163.2% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling