+173.5%
FN vs FROG
+160.8%
+12.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +35.3% | -23.7% | +4.8% |
| 7D | 0.0% | +7.0% | -7.0% | -1.9% |
| 30D | -34.3% | +2.9% | -37.2% | -35.1% |
| 3M | -39.9% | +21.6% | -61.5% | -42.6% |
| 6M | -51.8% | +87.7% | -139.5% | -58.0% |
| YTD | -28.1% | +61.7% | -89.8% | -36.7% |
| 1Y | -29.1% | +113.7% | -142.7% | -42.0% |
| 3Y | +102.4% | +267.7% | -165.3% | +39.1% |
| All | +173.5% | +160.8% | +12.7% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling