-25.7%
FN vs FROG
+83.7%
-109.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.5% | -5.9% |
| 7D | -7.0% | -14.1% | +7.1% | -6.6% |
| 30D | -24.7% | -11.8% | -13.0% | -24.5% |
| 3M | -35.7% | +0.1% | -35.8% | -35.2% |
| 6M | -52.4% | +64.2% | -116.6% | -51.0% |
| YTD | -25.0% | +38.2% | -63.2% | -21.6% |
| 1Y | -25.7% | +85.4% | -111.1% | -22.6% |
| All | -25.7% | +83.7% | -109.4% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling