+948.1%
FIX vs FROG
+160.8%
+787.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +35.3% | -29.9% | 0.0% |
| 7D | -17.5% | +7.0% | -24.4% | -18.8% |
| 30D | -41.6% | +2.9% | -44.5% | -42.3% |
| 3M | -40.6% | +21.6% | -62.2% | -43.0% |
| 6M | -49.4% | +87.7% | -137.0% | -55.0% |
| YTD | +9.2% | +61.7% | -52.5% | -2.4% |
| 1Y | +6.5% | +113.7% | -107.2% | -10.5% |
| 3Y | +448.7% | +267.7% | +181.0% | +300.4% |
| All | +948.1% | +160.8% | +787.3% | +675.7% |
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 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