+3,048.9%
FIX vs FROG
+22.9%
+3,026.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +6.0% | -11.3% | +17.3% | +7.5% |
| 30D | -7.2% | +3.6% | -10.9% | -7.9% |
| 3M | -15.9% | +1.7% | -17.5% | -16.5% |
| 6M | +12.7% | +123.5% | -110.8% | +0.2% |
| YTD | +72.8% | +40.2% | +32.5% | +61.4% |
| 1Y | +122.9% | +81.0% | +41.9% | +99.1% |
| 3Y | +774.3% | +194.8% | +579.6% | +608.1% |
| 5Y | +2,049.5% | +131.8% | +1,917.7% | +1,593.3% |
| All | +3,048.9% | +22.9% | +3,026.0% | +2,456.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling