+19.6%
FLEX vs FROG
+70.9%
-51.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.9% |
| 7D | -13.6% | +17.0% | -30.7% | -16.1% |
| 30D | -36.5% | +1.3% | -37.8% | -37.3% |
| 3M | -36.4% | +17.5% | -53.9% | -38.1% |
| 6M | -46.5% | +46.8% | -93.3% | -49.2% |
| YTD | +25.9% | +65.8% | -39.9% | +17.3% |
| 1Y | +19.6% | +61.0% | -41.4% | +12.4% |
| All | +19.6% | +70.9% | -51.4% | +12.4% |
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