-49.8%
FLUT vs FROG
+207.6%
-257.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.4% |
| 7D | -0.7% | +12.5% | -13.2% | -2.4% |
| 30D | +9.3% | +23.5% | -14.3% | +4.5% |
| 3M | -17.5% | +19.4% | -36.9% | -21.1% |
| 6M | -14.6% | +77.0% | -91.6% | -24.3% |
| YTD | -62.3% | +81.9% | -144.1% | -67.5% |
| 1Y | -59.6% | +90.7% | -150.3% | -65.5% |
| 3Y | -45.3% | +328.5% | -373.8% | -62.8% |
| All | -49.8% | +207.6% | -257.4% | -65.1% |
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