+53.3%
FLNC vs FROG
+83.7%
-30.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +3.1% |
| 7D | -4.9% | -11.3% | +6.4% | +0.8% |
| 30D | -27.3% | +3.6% | -30.9% | -29.3% |
| 3M | -61.9% | +1.7% | -63.5% | -62.6% |
| 6M | -34.5% | +123.5% | -158.0% | -50.7% |
| YTD | -47.7% | +40.2% | -87.9% | -55.0% |
| 1Y | +53.3% | +81.0% | -27.7% | +23.3% |
| All | +53.3% | +83.7% | -30.4% | +23.3% |
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