-38.1%
FLUT vs FROG
+22.5%
-60.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.5% |
| 7D | -2.6% | -4.8% | +2.2% | -1.9% |
| 30D | +5.4% | -0.9% | +6.3% | +5.1% |
| 3M | -10.8% | +7.5% | -18.2% | -12.5% |
| 6M | -9.2% | +107.0% | -116.2% | -20.4% |
| YTD | -53.8% | +39.8% | -93.6% | -57.4% |
| 1Y | -66.0% | +74.8% | -140.8% | -69.8% |
| 3Y | -44.7% | +219.3% | -263.9% | -57.5% |
| 5Y | -50.6% | +133.0% | -183.6% | -62.8% |
| All | -38.1% | +22.5% | -60.6% | -50.9% |
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