+2,105.9%
FIX vs FROG
+55.2%
+2,050.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.0% |
| 7D | +16.9% | +48.2% | -31.3% | +10.4% |
| 30D | -30.6% | +11.4% | -42.1% | -32.1% |
| 3M | -35.1% | +28.5% | -63.6% | -37.8% |
| 6M | -44.0% | +63.7% | -107.7% | -48.2% |
| YTD | +21.0% | +77.1% | -56.0% | +8.8% |
| 1Y | +16.2% | +79.3% | -63.2% | +4.2% |
| 3Y | +506.9% | +323.8% | +183.1% | +366.9% |
| 5Y | +1,051.1% | +198.9% | +852.1% | +773.8% |
| All | +2,105.9% | +55.2% | +2,050.7% | +1,623.4% |
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 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