+2,105.4%
FIX vs FROG
+129.7%
+1,975.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.4% |
| 7D | +6.0% | -11.3% | +17.3% | +7.8% |
| 30D | -7.2% | +3.6% | -10.9% | -8.0% |
| 3M | -15.9% | +1.7% | -17.5% | -16.6% |
| 6M | +12.7% | +123.5% | -110.8% | -2.6% |
| YTD | +72.8% | +40.2% | +32.5% | +59.1% |
| 1Y | +122.9% | +81.0% | +41.9% | +93.7% |
| 3Y | +774.3% | +194.8% | +579.6% | +561.8% |
| All | +2,105.4% | +129.7% | +1,975.8% | +1,648.9% |
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