+6.5%
FIX vs FROG
+118.5%
-112.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +35.3% | -29.9% | +2.6% |
| 7D | -17.5% | +7.0% | -24.4% | -18.6% |
| 30D | -41.6% | +2.9% | -44.5% | -42.4% |
| 3M | -40.6% | +21.6% | -62.2% | -41.4% |
| 6M | -49.4% | +87.7% | -137.0% | -49.9% |
| YTD | +9.2% | +61.7% | -52.5% | +7.5% |
| 1Y | +6.5% | +113.7% | -107.2% | +3.3% |
| All | +6.5% | +118.5% | -112.1% | +3.3% |
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