+12.5%
FN vs FROG
+83.7%
-71.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.5% | +3.2% |
| 7D | -1.7% | -11.3% | +9.6% | -1.4% |
| 30D | -22.0% | +3.6% | -25.6% | -21.8% |
| 3M | -43.0% | +1.7% | -44.7% | -43.0% |
| 6M | -27.7% | +123.5% | -151.3% | -27.0% |
| YTD | -10.5% | +40.2% | -50.8% | -7.5% |
| 1Y | +12.5% | +81.0% | -68.5% | +17.7% |
| All | +12.5% | +83.7% | -71.2% | +17.7% |
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