-71.6%
FLNC vs FROG
+168.2%
-239.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.1% | +3.3% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -24.8% | +1.3% | -26.1% | -25.9% |
| 3M | -59.1% | +11.1% | -70.2% | -61.7% |
| 6M | -42.0% | +108.3% | -150.3% | -58.7% |
| YTD | -49.8% | +39.6% | -89.4% | -58.6% |
| 1Y | +43.1% | +74.7% | -31.7% | +4.9% |
| 3Y | -61.0% | +224.1% | -285.0% | -82.8% |
| All | -71.6% | +168.2% | -239.9% | -88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling