+25.0%
FLEX vs FROG
+83.7%
-58.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.4% | -9.9% | -12.1% |
| 7D | -17.0% | -14.1% | -2.9% | -15.7% |
| 30D | -33.8% | -11.8% | -22.1% | -32.9% |
| 3M | -39.0% | +0.1% | -39.2% | -38.8% |
| 6M | -15.9% | +64.2% | -80.1% | -18.5% |
| YTD | +27.8% | +38.2% | -10.4% | +22.7% |
| 1Y | +25.0% | +85.4% | -60.4% | +18.4% |
| All | +25.0% | +83.7% | -58.7% | +18.4% |
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 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