-37.6%
FLUT vs FROG
+22.9%
-60.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -1.6% | -11.3% | +9.6% | +0.1% |
| 30D | +7.7% | +3.6% | +4.1% | +6.6% |
| 3M | -0.7% | +1.7% | -2.4% | -1.8% |
| 6M | -11.2% | +123.5% | -134.7% | -23.1% |
| YTD | -53.4% | +40.2% | -93.7% | -57.1% |
| 1Y | -65.8% | +81.0% | -146.8% | -69.8% |
| 3Y | -44.9% | +194.8% | -239.7% | -57.1% |
| 5Y | -49.7% | +131.8% | -181.5% | -62.1% |
| All | -37.6% | +22.9% | -60.5% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling