-52.0%
FLUT vs FROG
+274.0%
-326.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +35.3% | -36.9% | -4.8% |
| 7D | -1.1% | +7.0% | -8.1% | -2.2% |
| 30D | +7.7% | +2.9% | +4.8% | +6.8% |
| 3M | -12.2% | +21.6% | -33.8% | -15.2% |
| 6M | -17.6% | +87.7% | -105.2% | -25.4% |
| YTD | -62.0% | +61.7% | -123.7% | -65.4% |
| 1Y | -62.3% | +113.7% | -175.9% | -66.9% |
| 3Y | -52.0% | +267.7% | -319.7% | -65.9% |
| All | -52.0% | +274.0% | -326.0% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling