+424.8%
FLEX vs FROG
+207.6%
+217.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.6% |
| 7D | +7.5% | +12.5% | -5.0% | +4.8% |
| 30D | -25.3% | +23.5% | -48.8% | -29.1% |
| 3M | -39.7% | +19.4% | -59.1% | -42.6% |
| 6M | -47.9% | +77.0% | -124.9% | -54.8% |
| YTD | +24.1% | +81.9% | -57.8% | +4.1% |
| 1Y | +26.0% | +90.7% | -64.7% | +4.3% |
| 3Y | +282.7% | +328.5% | -45.8% | +140.3% |
| All | +424.8% | +207.6% | +217.2% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling