+71.6%
FITB vs FROG
+129.7%
-58.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | +0.6% | -11.3% | +11.9% | +1.9% |
| 30D | -4.7% | +3.6% | -8.4% | -5.4% |
| 3M | +6.7% | +1.7% | +5.0% | +5.8% |
| 6M | +12.6% | +123.5% | -111.0% | +0.4% |
| YTD | +19.1% | +40.2% | -21.1% | +11.7% |
| 1Y | +22.6% | +81.0% | -58.4% | +9.9% |
| 3Y | +127.1% | +194.8% | -67.6% | +78.8% |
| All | +71.6% | +129.7% | -58.1% | +40.4% |
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