-68.5%
FLNC vs FROG
+166.9%
-235.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +7.1% |
| 7D | +6.0% | -5.5% | +11.5% | +8.8% |
| 30D | -16.3% | -3.1% | -13.2% | -15.8% |
| 3M | -54.1% | +1.2% | -55.4% | -55.1% |
| 6M | -25.3% | +113.7% | -139.0% | -47.3% |
| YTD | -44.2% | +38.9% | -83.0% | -53.8% |
| 1Y | +53.1% | +72.0% | -18.9% | +13.3% |
| 3Y | -58.3% | +217.1% | -275.4% | -81.4% |
| All | -68.5% | +166.9% | -235.3% | -87.1% |
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