+730.4%
FLEX vs FROG
+41.7%
+688.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +35.3% | -30.8% | -2.2% |
| 7D | -19.3% | +7.0% | -26.3% | -20.9% |
| 30D | -41.5% | +2.9% | -44.4% | -42.3% |
| 3M | -43.1% | +21.6% | -64.7% | -45.9% |
| 6M | -48.2% | +87.7% | -135.9% | -55.2% |
| YTD | +15.5% | +61.7% | -46.2% | +0.6% |
| 1Y | +10.2% | +113.7% | -103.5% | -10.2% |
| 3Y | +256.8% | +267.7% | -10.9% | +147.5% |
| 5Y | +408.2% | +158.8% | +249.4% | +250.2% |
| All | +730.4% | +41.7% | +688.7% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling