-49.2%
FLUT vs FROG
+125.4%
-174.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +3.8% | -5.5% | +9.3% | +4.8% |
| 30D | +6.3% | -3.1% | +9.4% | +6.3% |
| 3M | -4.0% | +1.2% | -5.3% | -5.2% |
| 6M | -10.3% | +113.7% | -124.0% | -23.3% |
| YTD | -53.2% | +38.9% | -92.0% | -57.2% |
| 1Y | -65.0% | +72.0% | -137.0% | -69.5% |
| 3Y | -43.9% | +217.1% | -261.0% | -59.3% |
| 5Y | -49.2% | +130.6% | -179.9% | -64.2% |
| All | -49.2% | +125.4% | -174.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling