-72.3%
FLNC vs FROG
+172.8%
-245.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.8% | -5.0% |
| 7D | -5.0% | -2.2% | -2.8% | -4.1% |
| 30D | -26.1% | +3.0% | -29.0% | -27.8% |
| 3M | -55.2% | +10.3% | -65.5% | -57.9% |
| 6M | -42.6% | +116.7% | -159.3% | -59.8% |
| YTD | -51.0% | +41.9% | -92.9% | -59.9% |
| 1Y | +43.3% | +78.5% | -35.2% | +4.1% |
| 3Y | -63.4% | +224.1% | -287.5% | -83.9% |
| All | -72.3% | +172.8% | -245.1% | -88.8% |
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