+839.8%
FLEX vs FROG
+53.7%
+786.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.7% |
| 7D | +2.2% | +26.8% | -24.6% | -2.9% |
| 30D | -32.6% | +10.6% | -43.2% | -34.4% |
| 3M | -35.5% | +27.2% | -62.7% | -39.1% |
| 6M | -45.6% | +58.7% | -104.3% | -51.2% |
| YTD | +30.7% | +75.3% | -44.6% | +12.2% |
| 1Y | +28.4% | +71.1% | -42.7% | +10.6% |
| 3Y | +301.7% | +319.6% | -17.9% | +171.7% |
| 5Y | +473.3% | +195.7% | +277.6% | +286.9% |
| All | +839.8% | +53.7% | +786.2% | +580.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling