+14.4%
FIX vs FROG
+83.7%
-69.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.4% | -12.7% | -15.0% |
| 7D | -18.9% | -14.1% | -4.8% | -18.6% |
| 30D | -36.3% | -11.8% | -24.5% | -36.1% |
| 3M | -38.5% | +0.1% | -38.7% | -38.3% |
| 6M | -42.3% | +64.2% | -106.5% | -41.8% |
| YTD | +17.1% | +38.2% | -21.1% | +17.4% |
| 1Y | +14.4% | +85.4% | -71.0% | +12.7% |
| All | +14.4% | +83.7% | -69.3% | +12.7% |
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 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