+48.9%
FITB vs FROG
+182.9%
-134.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +1.8% |
| 7D | -1.1% | +27.1% | -28.2% | -3.8% |
| 30D | +7.3% | +5.8% | +1.5% | +6.1% |
| 3M | -4.0% | +20.8% | -24.8% | -6.7% |
| 6M | +11.9% | +53.3% | -41.4% | +5.1% |
| YTD | +19.0% | +73.2% | -54.2% | +8.5% |
| 1Y | +31.0% | +80.3% | -49.3% | +18.5% |
| 3Y | +143.8% | +318.3% | -174.5% | +82.6% |
| 5Y | +48.9% | +179.9% | -131.0% | +11.7% |
| All | +48.9% | +182.9% | -134.0% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling