+663.2%
FLEX vs FROG
+129.7%
+533.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.2% |
| 7D | -0.9% | -11.3% | +10.4% | +1.5% |
| 30D | -10.1% | +3.6% | -13.8% | -11.1% |
| 3M | -31.3% | +1.7% | -33.0% | -32.2% |
| 6M | +71.3% | +123.5% | -52.3% | +40.9% |
| YTD | +81.2% | +40.2% | +41.0% | +62.0% |
| 1Y | +98.5% | +81.0% | +17.5% | +64.8% |
| 3Y | +428.2% | +194.8% | +233.5% | +263.4% |
| All | +663.2% | +129.7% | +533.6% | +440.4% |
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 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