+2,062.6%
FIX vs FROG
+45.3%
+2,017.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.1% |
| 7D | -13.9% | +17.0% | -31.0% | -16.0% |
| 30D | -35.5% | +1.3% | -36.8% | -36.1% |
| 3M | -33.9% | +17.5% | -51.4% | -35.9% |
| 6M | -43.3% | +46.8% | -90.1% | -46.8% |
| YTD | +18.7% | +65.8% | -47.1% | +7.6% |
| 1Y | +13.8% | +61.0% | -47.2% | +3.5% |
| 3Y | +495.0% | +296.7% | +198.2% | +361.8% |
| 5Y | +1,049.0% | +177.8% | +871.2% | +780.2% |
| All | +2,062.6% | +45.3% | +2,017.3% | +1,604.5% |
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