+81.3%
FN vs FROG
+176.4%
-95.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -13.6% | -0.7% | -12.1% |
| 7D | -16.0% | -24.5% | +8.5% | -12.1% |
| 30D | -40.1% | -24.3% | -15.9% | -37.4% |
| 3M | -43.9% | -11.7% | -32.2% | -42.7% |
| 6M | -55.6% | +37.1% | -92.8% | -57.9% |
| YTD | -35.7% | +19.5% | -55.1% | -38.0% |
| 1Y | -39.8% | +61.8% | -101.6% | -46.4% |
| All | +81.3% | +176.4% | -95.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling