+830.3%
FLEX vs FROG
+51.8%
+778.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.1% | +4.9% | +10.6% |
| 7D | -7.2% | +27.1% | -34.3% | -11.8% |
| 30D | -34.8% | +5.8% | -40.6% | -35.9% |
| 3M | -35.6% | +20.8% | -56.4% | -38.6% |
| 6M | -45.0% | +53.3% | -98.4% | -50.4% |
| YTD | +29.4% | +73.2% | -43.8% | +11.3% |
| 1Y | +24.8% | +80.3% | -55.5% | +6.4% |
| 3Y | +304.4% | +318.3% | -13.9% | +173.7% |
| 5Y | +484.1% | +179.9% | +304.2% | +297.1% |
| All | +830.3% | +51.8% | +778.5% | +574.8% |
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