-48.9%
FLUT vs FROG
+51.8%
-100.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.8% | -0.6% |
| 7D | -6.5% | +27.1% | -33.6% | -10.1% |
| 30D | +2.8% | +5.8% | -3.1% | +0.9% |
| 3M | -13.5% | +20.8% | -34.3% | -17.2% |
| 6M | -19.0% | +53.3% | -72.3% | -25.7% |
| YTD | -61.9% | +73.2% | -135.1% | -66.3% |
| 1Y | -63.2% | +80.3% | -143.5% | -67.8% |
| 3Y | -46.0% | +318.3% | -364.4% | -60.6% |
| 5Y | -51.8% | +179.9% | -231.7% | -65.1% |
| All | -48.9% | +51.8% | -100.7% | -61.2% |
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