-48.9%
FLUT vs FROG
+55.2%
-104.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | -1.2% | +48.2% | -49.4% | -6.9% |
| 30D | +5.0% | +11.4% | -6.4% | +2.4% |
| 3M | -16.4% | +28.5% | -45.0% | -20.7% |
| 6M | -14.6% | +63.7% | -78.3% | -22.4% |
| YTD | -61.9% | +77.1% | -139.0% | -66.4% |
| 1Y | -65.0% | +79.3% | -144.4% | -69.3% |
| 3Y | -44.8% | +323.8% | -368.6% | -59.8% |
| 5Y | -49.9% | +198.9% | -248.8% | -64.0% |
| All | -48.9% | +55.2% | -104.1% | -61.3% |
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