+98.5%
FLEX vs FROG
+83.7%
+14.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.8% |
| 7D | -0.9% | -11.3% | +10.4% | +0.2% |
| 30D | -10.1% | +3.6% | -13.8% | -10.4% |
| 3M | -31.3% | +1.7% | -33.0% | -31.5% |
| 6M | +71.3% | +123.5% | -52.3% | +60.1% |
| YTD | +81.2% | +40.2% | +41.0% | +72.7% |
| 1Y | +98.5% | +81.0% | +17.5% | +88.4% |
| All | +98.5% | +83.7% | +14.8% | +88.4% |
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