+1,046.7%
FIX vs FROG
+182.9%
+863.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.1% | +2.3% | +8.3% |
| 7D | -7.2% | +27.1% | -34.3% | -10.9% |
| 30D | -35.1% | +5.8% | -40.9% | -36.2% |
| 3M | -34.3% | +20.8% | -55.1% | -36.9% |
| 6M | -42.9% | +53.3% | -96.3% | -47.5% |
| YTD | +19.5% | +73.2% | -53.7% | +5.7% |
| 1Y | +16.8% | +80.3% | -63.5% | +2.4% |
| 3Y | +506.7% | +318.3% | +188.4% | +333.5% |
| 5Y | +1,046.7% | +179.9% | +866.8% | +745.4% |
| All | +1,046.7% | +182.9% | +863.8% | +745.4% |
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 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