+488.3%
FN vs FROG
+51.8%
+436.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.1% | +4.7% | +10.6% |
| 7D | +16.3% | +27.1% | -10.8% | +11.3% |
| 30D | -24.7% | +5.8% | -30.6% | -26.0% |
| 3M | -34.9% | +20.8% | -55.8% | -37.5% |
| 6M | -41.1% | +53.3% | -94.4% | -45.9% |
| YTD | -19.6% | +73.2% | -92.8% | -29.1% |
| 1Y | -18.5% | +80.3% | -98.8% | -28.7% |
| 3Y | +119.1% | +318.3% | -199.2% | +57.4% |
| 5Y | +206.9% | +179.9% | +27.0% | +119.9% |
| All | +488.3% | +51.8% | +436.5% | +334.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling